Is there any way to scan an email (in a Hotmail account) with McAfee or Malwarebytes before opening it so as to avoid this happening again?
Yes, I believe there is.
In Security Center open 'Web & Email Protection'.
Click on 'Anti-Spam'.
If you have not already done so, spend some time fine-tuning the anti-spam filters for your PC.
Pay special attention to the sections headed 'Webmail Filtering Rules' and 'Filtered Webmail'.
Online Help is available here for all the Anti-Spam functions.
Thanks very much for the help Hayton!