>Since opening a file (forwarded by a friend) ZoneAlarm has been telling me the Internet Explorer is trying to access IP 127.0.0.1:Port xxxx, where port xxxx varies almost each time. Symantec antivirus finds nothing. Does anybody have any idea what this may be? If I tell ZoneAlarm to block the access the IE process freezes, but it is possible to cancel IE by pressing the X button in the top right.

It's viral-like activity, for sure. Most Windows servers are running IIS, and some users' workstations probably are as well. So, if that file is opened on such a machine, and IIS is unpatched, it could be exploited by the malware.

It looks as though something has hooked itself either into IE as a "browser helper object" (easiest to fix) or directly into your TCP/IP stack. You should run an AV scan by at least one other product - you can temporarily install the free AVG product, or try online AV scans by Trend Micro etc.