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.