Upload your file at http://www.virustotal.com/ . You will retrieve classifications of many different anti-virus-scanners for that file. Important Note: If your file is not classified as harmful by any anti-virus-scanner that does not mean that it really is harmless.
To do a detailled analysis of your file or link, use http://anubis.iseclab.org/ or http://wepawet.iseclab.org/. You will have to wait some minutes for the result but you will get much information about your file or link.