To protect yourself:

Keep your antivirus current. (We like Avast and it's free).

Enable the macro virus protection in AutoCAD .*

Anticipating the potential for problem macros, AutoCAD software has long included
an option to warn you when opening a drawing or project file that includes embedded macros.
From that warning dialog box, you can disable the macros before they are able to execute.
The warning dialog box is enabled by default in AutoCAD; if, for any reason, this dialog
display becomes disabled, it can be turned back on by running the VBARUN command,
choosing the Options button, and checking “Enable macro virus protection.”
This setting will be saved in the current profile.

* Sources:

http://www.symantec.com/security_response/writeup.jsp?docid=2003-120513-5257-99&tabid=2

http://usa.autodesk.com/adsk/servlet/ps/item?siteID=123112&id=12903754&linkID=9240617

http://blog.jtbworld.com/2009/04/autocad-and-dwg-viruses-made-in-vba-or.html