Rather than post a lengthy point-by-point answer, I'll just refer you to my Mac Malware Guide.
It should answer all those questions, though some of them perhaps not directly. If you have unanswered questions after reading that, I'd be glad to discuss them with you here.
(Note that my pages contain links to other pages that promote my services, and this should not be taken as an endorsement of my services by Apple.)
There are no known viruses that attack macs. AFA other malware Mac OS X versions 10.6.7 and later have built-in detection of known Mac malware in downloaded files. The recognition database is automatically updated once a day; however, you shouldn't rely on it, because the attackers are always at least a day ahead of the defenders. In most cases, there’s no benefit from any other automated protection against malware.
No, there's no chance of getting a virus from a PC, because Mac cannot open .exe files.
The best defense against malware is common sense.
and by being a frustrating target. Use your built-in firewall, download only from "trusted" sites, install all security updates and being careful about what you give administrative power to.
Don't use Limewire or any other P2P service to download your software, get it from reputable sources. In addition, always keep a clone of your entire system on a separate disk. And put your sensitive passwords, bank accounts, credit card numbers in a "secure note "in a new keychain or in an encrypted folder. Also, you should be using WPA2 in Network > Airport.
For the Windows side, do what you would do in Windows. I know nothing about that OS.