Can I get a virus from AIM / Yahoo / MSN messenger?
AIM, Virus Removal
While a virus cannot affect a computer through an instant message alone, it can be infected through attachments sent through instant messenging programs as well as profile links. Instant messengers can also promote virus infestation via links that redirect users to websites designed to take advantage of security vulnerabilities in various operating systems and browsers.
There are currently a number of virii that affect AOL's Instant Messenger. Links to anything with a .scr or .exe file should be avoided. These are executable files and more than likely contain viruses. The same is true for .pif files and anything related to Block-Checker.
Symptoms of Infestation
Recently, there has been a trend to write viruses that close web browsers when a user attempts to visit a remediation page. In the case of AIM Viruses, http://www.jayloden.com/dodge.html will help users whose browser terminates upon attempts to visit the AIMFix page.