using good judgement is your best defense, scanning any files that you
download from email, or otherwise, with your antivirus program to make sure
that it is clean, that it is not malware, or doesn't contain malware..
That is correct. The antivirus program will not scan the files being
transfered through messenger, but once they are on your machine and you try
to open them, they should warn you if they are infected.
--
Lawrence Abrams
http://www.bleepingcomputer.com
Source for Original Content, Tutorials, and Support for the beginning
computer user.