I get files to me sent over skype a lot and am wondering whether someone can use this to gain access to my computer and still my poker roll. I a bit navie about it, not sure if they can attach something to innocent files to do this. Inoccet files being pictures, excel sheets, poker HUDs, videos, text files, etc

Must I be cautios of this?

You should be cautious of any file where you don't trust the origin. PDFs, for example, are a common malware vector.

Do you have antivirus software running? Is it any good? Do you scan stuff sent to you? Is your other software (browser(s), Adobe products, Java, etc up to date?)

Have you watched funkyworms' videos on computer security?