I have deleted all junk/spam emails from within Thunderbird itself

Right-click the "Bulk Mail" folder - Compact. Right-click the Trash folder - Empty Trash.

Kaspersky anti-virus cannot delete these Trojans as they are "not write supported".

Tell your Kaspersky anti-virus not to mess with Thunderbird mail files, it won't do any good. Create an exception for the Thunderbird profile folder in Kaspersky. http://kb.mozillazine.org/Profile_folder_-_Thunderbird

I cannot open this as it is a file named "File" and I cannot find any software to open it.

Thunderbird mail files are text files and can be opened with a text editor. If you feel a strong urge to mess with any mail file, you'd better forget about it. It would most likely make matters just worse.

I have even tried deleting the "Bulk Mail" folder within Thunderbird, but it will not let me do that.

Why? Don't you want Thunderbird to move junk messages to 'Bulk Mail' anymore? Presumably 'Bulk Mail' is a folder maintained by your email provider's IMAP server, so in that case you can't delete it anyway. And possibly Kaspersky is already blocking access to the mail file - see above.

Can you suggest a way that I can access the folder to disinfect please

Make sure to create the exception for the Thunderbird profile as per above. Deleting the message, compact folders, and empty trash is all you need to do. If you receive a malicious attachment, it will happily sit in your Inbox or 'Bulk Mail' folder doing nothing at all, unless you're stupid enough to save it to disk, and deliberately open and/or execute it (assuming it is an executable). And even then you're still protected by your anti-virus real-time scanner. Just don't save the attachment to your Thunderbird profile folder. Also, Thunderbird does not allow Javascript in email, so scripts cannot accidentally run.

In any case, use your brain. Don't open attachments from unknown senders. Don't open attachments you haven't asked for. Even messages with attachments from people you know may contain a malicious attachment, double check with the sender before opening it.

well that wasn't helpful really was it .. really ... the bulk mail folder in Thunderbird sits right next to "junk" mail so really it doesn't serve any other purpose that to confuse the matter .. if i make an exception in kaspersky then any "dangerous" mail will not be scanned ... is that what you might call "using your brain" .. I'm looking for constructive help not this ..

if i make an exception in kaspersky then any "dangerous" mail will not be scanned

That's the whole point.

Good luck anyway.

Junk mail is a Thunderbird folder. Bulk mail is a Yahoo folder. If you don't like it take it up with Yahoo.

If I look at my sky account there is no bulk mail folder at all?

Email providers can offer your messages and folders in different ways depending on how you access them. I would guess that what appears in "Bulk Mail" in Thunderbird will have received some special, if different treatment in the webmail presentation. It may well appear there in the Inbox but with a "spam" flag, or in a folder named "spam".

But your email provider has set up the Bulk Mail folder and places messages in there. I rather doubt with yahoo that you'll find any way of influencing their spam/"bulk mail" categorization.