As you may have read in Microsoft's analysis of Dorkbot!lnk, "LNK files detected as Worm:Win32/Dorkbot!lnk are commonly found on removable drives, and are used to launch a Worm:Win32/Dorkbot executable file also found on the drive. If the user tries to open the shortcut file, it launches the worm executable and also opens an Explorer window.". It's just as you described.
Prior to making any further recommendations, I think it would be important to make sure your A/V completed the job. And also to be assured there is nothing else "lurking around". Try the below (free) tools..
• Autorun Eater - You can read the developer's description of it here. See their FAQ if you have any questions. Autorun Eater v2.6 can be downloaded here.
• Malwarebytes' Anti-Malware - http://www.malwarebytes.org/products/malwarebytes_free
• ESET's Online Scanner - Their FAQ and Help sections should answer any questions you might have. (Temporarily disable your A/V prior to running the scan)
Let us know if there is anything remarkable to report..