You've not stated which e-mail client you're using. I'll asume it's Outlook Express:
Empty your inbox of everything except this strange e-mail. (If there's stuff you want to keep, just copy it to another folder). Search for Inbox.dbx and delete this file. (In Outlook, the file is named Inbox.pst). Restart your PC and open Outlook Express. You'll find that a brand new, totally empty Inbox has been created. (If required, you can now move other mail back into your new Inbox).
Chris