Related to this recent Question: Can a Windows virus transfer to Ubuntu? and JFA's comment, which is not only an interesting, but also a valid one:
Can you also get a Windows virus by running an infected .exe in Wine?
I was wondering the same. Also, how great is the possibility of potential damage, due to execution of malicious code within the executable, while running under Wine? (I guess that most Linux users who also use wine and alike don't use antivirus protection, but still come across this problem, unnoticed.)