Iffy E-mail Received

[#1]

A couple of days ago, I received an e-mail from a friend. It didn't say much, just included a link to some web-site, and I thought "Oh he's sent me a funny story or something that might be of interest to me", so thinking nothing more of it, I tried to access the link. I didn't get there successfully, so I closed it. The following day, I received another from him. I contacted him about these e-mails, and he said that obviously his e-mail account had been hacked.
I took another look at the first e-mail, and it seems he not only sent it to me, but to loads of others also, which suggests he was correct about the hack.
My question is "Has my e-mail account been hacked now, and if so, what can I do about it?"
Thanks for your help

[#2]

Are you sure these emails really were from your friend or just appearing to be? Detailed inspection of the headers provides clues to determine that.
What might have occurred from clicking that link is that your email address has been harvested as an active address, which can be sold and you might receive more spam as a result. Additionally your address might be used to perpetuate the scam. Hopefully Cloudmark and/or your antivirus program would have detected malicious content in the email that could infect your PC.
It might be prudent to change your account password - if the message was sent to your default mailbox, or (at least) the password for the mailbox involved.
If you do change the main account password the new password will need to be entered into your router for next time it connects. If your router is an easy-start Plusnet supplied TG585 the password change should be done automatically, probably causing the router to restart.

[#3]

Thanks Spraxt.
I was concerned that it might have put something on my pc, but hopefully Microsoft Security Essentials has caught anything nasty.
I will do as you say

[#4]

Go to http://www.malwarebytes.org/ and click on the "Download Now" button to download the Free version.
Excellent program, I try and run it once a week, you can set it to find Tracking Cookies as well if you want.