Usually, with these types of attachment, if you load the software you install a "bot" software that takes control of your computer in the background and makes it part of a "bot herd" used to send out mass emails and the like.
These quite commonly come from Asia and the former Eastern Bloc countries. Also, don't forget that return addresses can be "spoofed" as well, so the mail looks like it is coming from someone that it isn't.
Spammers get something because even if you send out millions of emails, 1 in a thousand will respond to them, and that's plenty of profit for them.