
As mentioned, boot into the Windows MV and install your AV.
If you haven't already bought McAfee, try AVG first. It is excellent. I have used it on a Windows machine I use as a personal file server and have yet to catch a virus on it. Not bad at all for free stuff.
If you want a recommendation on paid for AV software, I am a big fan of PC-Cillin. It uses a lot less system resources than the more popular Norton and McAfee and updates everyday. Very good stuff there too.