Files are hardened steel, not tempered. You may have heated it enough to temper it some -- probably did if you weren't being careful not to.
Without tempering it's pretty brittle for a knife but it'll hold an edge like crazy and won't break if you don't abuse it.
I usually suggest tempering a file at about 400 degrees in a home oven before grinding, but since you've already ground it, why not use it as it is? Unless you want this knife for prying and rough use -- in that case you should temper it. Use an oven thermometer; oven thermostats are not very accurate. They always read low and the older it is the lower it'll read.
Saws are usually good for knives without any heat-treating. Of course grinding tempered steel takes longer than if you anneal it first but if you don't have the equipment to do heat-treating and don't mind it taking longer, go for it!
-Cougar Allen :{)
P.S. I meant 400 degrees Fahrenheit. Sorry, I don't know what that is in real degrees; I never can remember the conversion formula. One of these days maybe the US will join the twentieth century and we won't have these conversion problems....
-Cougar :{)