Symantec Security Response encourages you to ignore any messages regarding this hoax. It is harmless and is intended only to cause unwarranted concern.
This hoax, like the SULFNBK.EXE Warning hoax, tries to encourage you to delete a legitimate Windows file from your computer. Jdbgmgr.exe is the file to which the hoax refers, and it is the Microsoft Debugger Registrar for Java. The Jdbgmgr.exe file may be installed when you install Windows.
NOTE: Recent versions of this hoax take advantage of the recent outbreak of the W32.bugbear@mm worm. The Jdbgmgr.exe file mentioned in the hoax has a bear icon. The actual W32.bugbear@mm worm file is a .exe file and does not have a bear icon.