##Are you all ok with this?## Some games allow (or even encourage) plotting, back-stabbing, and pitting the PCs against each other - if this is how everyone in your group wants to play, then skip ahead. The problem with your vampiric colleague is that if he succeeds - you all lose your characters (without even the option of resurrection) and whatever campaign your DM was planning basically goes down the drain, so the price of letting that player go on with his plot is very high.
Discuss this off-play and if your group members are not ok with losing that much just so one player can have his fun - don't do it. Plan together a different outcome and go on with your game.

#Detecting that your partner has turned into a vampire# Even if the party didn't notice that the character died and has risen as a vampire 1d4 days later you still should have noticed something was amiss with any of the tell-tale signs listed below. You've been to two towns since he "turned", and seen some evidence of vampiric activity - so it's only reasonable to ask your DM to roll perception, sense motive, knowledge religion, heal etc. and see if any character noticed something's was not right...
Knowing is half the battle.

#Protecting yourself against mental control#

#Misc. anti-vampire stuff# Use the weaknesses above to your advantage, in addition:

#If all Fails# Keep in mind that the group can still turn this around - that vampire may release you from domination, turn you all into vampires etc. you don't have to lose the campaign and your characters if you decide (around the table) to make it work...

Are you all ok with this?

Some games allow (or even encourage) plotting, back-stabbing, and pitting the PCs against each other - if this is how everyone in your group wants to play, then skip ahead. The problem with your vampiric colleague is that if he succeeds - you all lose your characters (without even the option of resurrection) and whatever campaign your DM was planning basically goes down the drain, so the price of letting that player go on with his plot is very high.
Discuss this off-play and if your group members are not ok with losing that much just so one player can have his fun - don't do it. Plan together a different outcome and go on with your game.

Detecting that your partner has turned into a vampire

Even if the party didn't notice that the character died and has risen as a vampire 1d4 days later you still should have noticed something was amiss with any of the tell-tale signs listed below. You've been to two towns since he "turned", and seen some evidence of vampiric activity - so it's only reasonable to ask your DM to roll perception, sense motive, knowledge religion, heal etc. and see if any character noticed something's was not right...
Knowing is half the battle.

Protecting yourself against mental control

Misc. anti-vampire stuff

Use the weaknesses above to your advantage, in addition:

If all Fails

Keep in mind that the group can still turn this around - that vampire may release you from domination, turn you all into vampires etc. you don't have to lose the campaign and your characters if you decide (around the table) to make it work...

• Vampire weaknesses:

  • Garlic - Vampires cannot tolerate the strong odor of garlic and will not enter an area laced with it.
  • Mirrors and holy symbols - Vampires recoil from these.
  • Shadowless - no shadow, no reflection.
  • Trespassing - a vampire can't enter uninvited to a home.
  • Sunlight - Exposing any vampire to direct sunlight staggers it on the first round of exposure and destroys it utterly on the second consecutive round of exposure if it does not escape. Even a vampire with the Sunlight Resistance dies after 5 rounds of exposure.
  • Running water - Each round of immersion in running water inflicts damage on a vampire equal to one-third of its maximum hit points.
  • Under the control of its creator - if his creator was not destroyed and did not release him, then he is still under his master's control (allowing you a sense motive check to sense enchantment)

• Vampire powers:

  • Fast healing - he heals 5 hp per round, pretty obvious if you've seen him injured.
  • DR 10/magic and silver - again, pretty obvious if you seen him (not) take damage.
  • Gaseous form - if reduced to 0 hp, he'll instinctively transform (while a normal character will just become disabled/unconscious)

• Undead traits:

  • does not breathe, eat, or sleep - he can fake these, but it's tough to keep the act impeccably for so long.
  • Powered by negative energy - healing magic will harm him, he won't be included in a cleric's healing channel energy (and will be hurt by the undead-damaging channel energy).
  • Animals shun undead - most animals will fear and try to avoid him (including horses, cats and dogs, which surly were present in the towns...)
  • Vulnerable to holy water - perfect way to expose him if you become suspicious (they are harmless to any other PC...)

• Protection from Evil - gives another save to someone already controlled, and prevents new domination attempts.
• Improve your Will saves - many spells, from the meager Owl's Wisdom to powerful stuff like Spell Resistance and Mind Blank can buff your Will save against spells.
• Stay away - he can only try to Dominate you from 30 feet or less.

#If all Fails# Keep in mind that the group can still turn this around - that vampire may release you from domination, turn you all into vampires etc. you don't have to lose the campaign and your characters if you decide (around the table) to make it work...

• Vampire weaknesses:

  • Garlic - Vampires cannot tolerate the strong odor of garlic and will not enter an area laced with it.
  • Mirrors and holy symbols - Vampires recoil from these.
  • Shadowless - no shadow, no reflection.
  • Trespassing - a vampire can't enter uninvited to a home.
  • Sunlight - Exposing any vampire to direct sunlight staggers it on the first round of exposure and destroys it utterly on the second consecutive round of exposure if it does not escape. Even a vampire with the Sunlight Resistance dies after 5 rounds of exposure.
  • Running water - Each round of immersion in running water inflicts damage on a vampire equal to one-third of its maximum hit points.
  • Under the control of its creator - if his creator was not destroyed and did not release him, then he is still under his master's control (allowing you a sense motive check to sense enchantment)

• Vampire powers:

  • Fast healing - he heals 5 hp per round, pretty obvious if you've seen him injured.
  • DR 10/magic and silver - again, pretty obvious if you seen him (not) take damage.
  • Gaseous form - if reduced to 0 hp, he'll instinctively transform (while a normal character will just become disabled/unconscious)

• Undead traits:

  • does not breathe, eat, or sleep - he can fake these, but it's tough to keep the act impeccably for so long.
  • Powered by negative energy - healing magic will harm him, he won't be included in a cleric's healing channel energy (and will be hurt by the undead-damaging channel energy).
  • Animals shun undead - most animals will fear and try to avoid him (including horses, cats and dogs, which surly were present in the towns...)
  • Vulnerable to holy water - perfect way to expose him if you become suspicious (they are harmless to any other PC...)
  • Evil aura is detectable using Detect Evil (even if he was evil before - unless he was a cleric of an evil faith - the change will be enormous)
  • Affected by Hide from Undead if your party use this spell to hide from other undead - he won't be able to see you.

• Protection from Evil - gives another save to someone already controlled, and prevents new domination attempts.
• Improve your Will saves - many spells, from the meager Owl's Wisdom to powerful stuff like Spell Resistance and Mind Blank can buff your Will save against spells.
• A mind sentinel medallion will also improve your odds at avoiding domination.
• A scarab of protection - will really protect you
• Stay away - he can only try to Dominate you from 30 feet or less.

#Misc. anti-vampire stuff# Use the weaknesses above to your advantage, in addition:

• A symbol of sanguine protection will make for a nasty surprise if he tries to drain any of you...

#If all Fails# Keep in mind that the group can still turn this around - that vampire may release you from domination, turn you all into vampires etc. you don't have to lose the campaign and your characters if you decide (around the table) to make it work...

Final Note - This answer is based on Arkhaic's excellent answer, and is written in an attempt to aggregate other ideas from the comments together with my own - everyone is encouraged to add and improve this answer rather than creating a new one. Similarly, if Arkhaic or anyone else who gave an answer edits their answer so it contains the ideas presented here, I'll happily delete it to avoid duplicates.