Yes, ferrets can catch a cold from us.  I think it's better to try not to
handle them if you are ill.  If you have to handle them i wash your hands
thouroughly before hand and don't breath on them.
 
If they do get a cold, it's not something to be too worried about, unless
they get chesty and wheezy, then they would need antibiotics
[Posted in FML issue 4411]