If the operating system you are running on a given box is Linux, then viruses designed to exploit Windows weaknesses just don't enter into the equation. Just like what sh1ft said.
In your case, let's assume that your machine is set up to dual boot Windows and Linux, and let's call this machine "Computer A". Let's also assume that your modem or DSL connection is to "Computer A", and that you have other networked machines connected to it as well. In this scenario, as long as you are running Linux, "Computer A" cannot become infected by a Windows virus, and thus, your other networked machines would not be infected either (unless they also have Internet access,etc). However, if you are running Windows on "Computer A", then Yes, it can get attacked by a virus, which in turn could hit your other networked machines.
1. Run Linux.
2. If you have to use Windows, use a firewall such as ZoneAlarm
and similarly, stop all unnecessary services from running. Blackviper's Tweak guide
does a good job of explaining how to make your Windows machine more secure, although a "secure Windows machine" is pretty much a contradiction in terms.
The fact remains that if you are running Windows, and have other Windows machines connected to the first computer, they all can get "0wn3d" by malicious crackers. -- J.W.