If someone sends you a file (or you download a questionable file) and you really want to be sure that the file is safe, try out VirusTotal.
VirusTotal is “a service that analyzes suspicious files and facilitates the quick detection of viruses, worms, trojans, and all kinds of malware detected by antivirus engines”. You upload or email a file to them, and they scan it with a bunch of antivirus programs.
They currently list 32 companies whose antivirus engines are used.
This is certainly not a replacement for running antivirus software on your machine, since it only scans individual files that you submit.