Yes, being concerned about viruses and malware of PDA's is a good thing to do. There are a number of antivirus companies that are incorporating PDA scanning software into their programs. A quick search of "PDA antivirus software" brings up quite a few hits. Most of the programs that I'm familiar with do the actually scanning when you "sync" the PDA to a desktop unit.:
PDA Antivirus Software
Hope this helps.
I have just purchased a PDA and connect to the internet via an ADSL connection and GPRS through my phone. Is it necessary to concern myself about viruses/spyware/hackability with regard to these devices?