It sounds like it didn't give you a location or name for the file? Without that, you won't be able to tell whether it's a dangerous file or simply a false positive (something that it thinks is a virus but really isn't).
There's programs for Yahoo (YahooPOP's) and Hotmail (Hotmail Popper) that can do that. All you have to do is set up an account that goes to 127.0.0.1. In addition, if you use MSN or Yahoo for Internet access, they can provide a way to do it too.