mcdhu, there's no substitute for telneting to a unix account, but assuming that that is not possible make sure your internet applications are configured safely. If you continue to use Microsoft products then there are some links in the How Not to Open Email thread that you should read. (Whether or not you use Norton or McAfee, you can profit from their security tips.)
Don't execute any *.bat, *.com, *.exe, *.vbs, or *.dll files even when you know the sender, unless you make sure that the sender knowingly sent it to you. If they arrive on your computer it is no big deal unless you run them. Just delete them and no damage will have been done (assuming that you have configured your internet applications properly).
Fortunately these steps will take care of almost all the popular malware out there whether you run an antivirus program in the background or not. I don't.
Scan all media that may have been used in other computers before running any executables off them. Scan all Word and Excel files before opening them. For those things I use Frisk's free dos program, f-protect. It has been the standard protection used at universities since 1995. I cannot compare it to any other antivirus programs but I have been bug free since I have used it. Admitedly I take more precautions than most.