You'll have to loop through the segment collection of each feature's geometry.  Use TypeOf (VB.NET) or Is (C#) to see if a segment implements one of the interfaces associated with curves (i.e. ICircularArc, IEllipticArc, etc).  Unless they've added some new types recently, pretty much anything that isn't a Line is a curve of some type.  So, you could just test the segment to see if it isn't ILine.