ClamXAV can be set to scan at sensible times, just to make sure you don't accidentally pass toxic waste to others.

Ubuntu 9.10 will, when you double-click on an .exe, ask if you want to install Wine ... and will fetch ClamAV as well. Remember than any program running in Wine on Linux can easily int 0x80 its way out of the .wine directory ... WHAT COULD POSSIBLY GO WRONG.