Yes, cytomegalovirus is one of the reasons for which own mother's milk is
better than donated milk. But that does not means that the risk in one
isolated incident is really big. The same way that HIV transmission to a
health worker by accidental puncture is possible and every care should be
taken to prevent it; but only a few cases (if any) have been reported
worlwide out of thousands of accidental punctures.
To compare with other usually asumed risks, premature babies can also get
viruses and bacteria (frequently multiresistant strains) from hospital
personnel. (premature babies at home in kangaroo care are not exposed at
such a risk). Spread of epidemics in a neonatal unit, killing several
babies, have been described in many instances. Premature babies frequently
receive blood transfussions, and donated blood, at least in Spain, is not
tested for CMV.
The point is: own mother's milk as a general rule; but this particular
mother whose baby has received a single dose of "donated" milk should not
be made to be scared. The risk, if any, is extremely low.