I don't want to turn this into an OS war, but OS X and Linux both have multiple pieces of malware targeting them, although not nearly as much as Windows does. It is much harder to be infected in OS X and Linux, as the malware generally needs root "administrator" access to do anything to the system. They are both a distant varient of UNIX, which is why many open-source Linux programs can run on OS X without too many changes.
http://en.wikipedia.org/wiki/Linux_malware
Either way, the OP's computer is running Windows, and Mac and Linux malware can't run on Windows.