Even if you have been sent a message with the virus in, you need not get infected. The most important rule is not to let Word run macros on any document where you don't know that they're completely necessary.
To make absolutely sure Word warns you about documents with macros in, do the following. On the Tools menu, click Options, click the General tab, and then make sure the Macro virus protection check box is checked. This will make Word tell you before it runs any macros in a document you're opening, and give you the chance to edit the document without its macros.
Always choose to do this, unless you're totally sure that you need the macros in place and that the person sending them can guarantee there are no viruses attached.
The three rules to avoid infection are: