Well before a week one of my MSN friends got a virus that sends you a .zip file in which says it contains pics but actually its a virus.I didnt pay attention but then another friend of mine got it,and the another and then another!Has anyone had expirience with this,and what type of virus is it specifically?

MSN Viruses have been around for a while. If you do a Google search, you will find new variants being reported quite frequently. Here is but a few.

New IM Attacks, Bugs Signal Stealthier Exploits
IM attacks up nearly 80%
Instant-messaging attacks up 73 percent
Skype Worm Jumps to ICQ, MSN IM
MSN Instant Messengers Worms
MSN IM Heartworm Attack Cloaked in Virtual Card Hoax
IM Attacks on The Rise
IM and P2P Threats
Instant Message, Instant Infection
Heartworm infects Microsoft’s IM network

I don't use MSN, so I shouldn't worry about it.

However, if I did use MSN, I'd never open a file I don't recognize.

i have alot of friends who are infected,is there anything that works if you catch the virus?

Ther are many different malwares distributed as you can see from those provided links.
Recommendations are install an Antivirus program,keep it updated and scan at least weekly.
Install a few AntiSpyware programs,keep them updated and scan at least weekly.
Be sure you have a Firewall

Freeware Replacements For Common Commercial Apps

An excellent scan is SUPERAntiSpyware ,use the Free Home User Version.
If you know you are infected be certain to scan from Safe Mode

Stay informed, use common sense, and always practice safe web surfing habits. "Knowledge and the ability to use it is the best defensive tool anyone could have. An uninformed user can be their own worst enemy when acting in ignorance."