Windows viruses have no effect on Linux. So you're safe.
Unless your an admin that for some reason has a root partition of a Unix box mapped to a Windows drive letter, and get hit with one of the viruses that try to infect everything. Sufice it to say, the guys unix box wasn't doing so well with random windows code injected into about everything.
But on the empeg front, since it never is directly connected as a hard drive, there is no rish of a virus even being able to corrupt something vital on the empeg. I'm also pretty sure unlike other
media players, the empeg player won't execute code snuck into MP3 and other media files.