To me, that is quite funny: the windows emulation is now so good, even the windows viruses can run on linux! Yay!

Jokes aside, it all depends. There are ways to sandbox things, and every now and then some clever kid figures out how to break out of sandboxes. A lot of the perceived linux security comes from the fact that most virus authors target the biggest chunk of the market, windows pcs. Most bang for the buck.