The aging method of changing filenames to trick people on PCs has been around since 2002, it's not new and while it can be a bad experience for some, specially with windows hiding most known filetypes as standard, it also boils down to commonsense to prevent it and learn from it.
Portable network graphic (.png) files are not executable files but screen saver (.scr) are executable.
Skype warns all users of the dangers of accepting fails, even from friends, as soon as you click that's ok, continue, you're putting yourself in position to be infected.
Any decent Anti virus will detect this form of virii and that is regardless of filetype and that goes for the majority of free Anti virus programs out there, the tech savy amongst you can check the filetype hex below before executing.
Hex: 4D 5A , ASCII: MZ
You can if you wish to be that little bit more cautious, disable the screensavers executable filetype or the png filetype via a group security policy such as software resrtriction policy which can be read intomore detail at http://www.mechbgon.com/srp/
But i'd suggest just getting an anti virus, there are lots of great free ones out there if your pocket is empty, to name a few...
AVG, Comodo, avast, baidu