If you have downloaded the file. try the Free online virus scan and removals' High Speed Chaser linked you to, and try running a full system scan with your personal Anti-Virus to. if nothing is found on none of these, it may be detectable by Anti-Spyware programmes if it is operating as spyware. You can try these free programmes:
Ad-aware 2007
SpyBot-S&D
If you find nothing after this, or you didn't actualy accept the file as of yet, you're probably clean. Your contact is the one sending the file so it's their system that's infected, so you could try recommending them to try these scanners too.
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