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The easiest way to know an e-mail is a Klez thing, really, is just to open the e-mail and take a look. If there's no text or a weird-looking message, you can be pretty sure it's Klez and just delete it. Definitely never download an attachment if you're not sure about who sent it.
If you got one of those automatic 'unsendable' e-mails, that means the virus was sent to an incorrect e-mail address 'from' you. But that doesn't mean you have the virus; Klez works by going through people's address books and sending out e-mails from people in those books. So somebody with your name in his or her address book probably has the virus- you should be fine. But getting up-to-date virus stuff can't hurt.