Think i just downloaded a keylogger or malicious software

Think i just downloaded a keylogger or malicious software on a mac?
i was strolling through my email on yahoo and saw an .exe file...i ran the virus scanner that comes with yahoo and accidentally clicked and downloaded it while on my safari browser, apparently it came up clean but you never know because .exe files can stay hidden for days. The file was sent from an android phone i believe. it was supposed to be an image file from the looks of it im not too sure. But i just deleted the file as fast as i could and then emptied my trash can hoping it would be gone for good. i tend to use paypal a lot on my computer and i want to make sure that it is 100% safe to use and my password wont be compromised. is there any advice anyone would have for me? Can an .exe file compromise a macbook computer? Is my computer safe to use?

A small correction to wuzradioman's notes.
.exe files don't just load software onto PC computers. An .exe is a Windows program application. Just as if you were launching a Mac program in the OS X Applications folder.
An .exe can load software onto a PC, but that's just a program to install the actual program you want to use onto the hard drive. Macs do the same thing. A .dmg is just a container. It doesn't do anything after opening it until you either drag the application out of the .dmg to your hard drive (doesn't have an installer app), or you run the installer in the .dmg to get the actual app onto your drive.
Getting an .exe to run on a Mac takes a lot more than "a few conniptions". You need to be running Windows on your Mac in order to run a Windows .exe program. Without Windows itself, an .exe is completely useless on a Mac and can't run in any way. Just trash it.

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