Those scams generally have you download Windows malware, which can't infect a Mac. And it sounds like the server you were directed to wasn't properly configured anyway, and displayed the raw data in the web browser instead of downloading it to a file in your Downloads folder. So no worries in this case. But you do need to be careful, as there is malware out there right now that can install itself without your interaction, if you have an outdated version of Java. (If you've kept up with security updates, that can't happen.)
Edit: On second read, I see it was an attachment not a link to a web site. Same thing applies, though... it was Windows malware.
Ralph provided you with a link to my Mac Malware Guide (thanks, Ralph!), but to a specific bookmark on one sub-page. The link should be:
http://www.reedcorner.net/guides/macvirus/
(Note that my pages contain links to other pages that promote my services, and this should not be taken as an endorsement of my services by Apple.)