You should be able to play and view audio and graphic files (.mp3, .jpg, etc) files safely, there's no way for them to run any code on your machine. NEVER run any executable file from an untrusted source (.exe .com .vbs and unfortunately more I can't recall right now, if you don't recognise the extension don't double click on it).

The file I got had an .mp3 extension, so AFAIK there's no way it should be able to do any virus-like things by itself when you play it in WA or similar. Of course it DIDN'T play in WA or similar, so its most likey a goofed-up spoof, but it could be a backdoor key to a compomised player, or ?