No Windows virus would have that type of impact in OS X. If you are running Windows, you probably should have some form of anti-virus for running "in" Windows. It's hard to give any suggestions at this point with the limited info you've provided. What sites and what types of problems are you seeing?
I wish to repeat what JoeyR said and that is that if you are running Windows then you need AV software on the Windows partition for virus protection.
AV software is not needed on the Mac OS X partition of the Mac.