Viruses can spread just over networks, without the need for the host to run an .exe. The only ways to guard against this is to

1) Run a current version of your OS (but not TOO current, stay a year behind)
2) Update your OS daily, installing whatever patches/service packs are available (accept that once every year, an MS patch will install poorly, 'cause they are a bunch of idiots, and it will destabilize or destroy yuour build)
3) Firewall your box

If your running MS, then even those three things can't stop a hacker. Disable all shares, lock down the 'guest account', shut down all ftp service and cross your fingers. I had a big 20-item checklist, and if I run accross it I'll email it to you.

Or you could do what I'm doing right now- going linux.... Mac is an alternative for those who want peace of mind without wanting to get their forebrains dirty.

Davin L