A good reminder to people that a virtual machine is still a machine that can get infected like any other Windows installation. The host doesn’t automatically put up some magic protection for the VM, and being on Mac hardware doesn’t magically protect Windows running in Boot Camp.
Plus with the host/client integration these days, and that OS X can now natively read Boot Camp partitions, VMs could become an unexpected vector for stuff the can harm your Mac.
I think the key thing here is NOT to use your virtual Windows installation on your Mac for ANYTHING that interfaces with the Internet... do that from the Mac OSX side. Keep the Windows sand boxed, protected from harmful malware.
Several years ago, I was running Windows XP under Virtual PC on my old PowerMac G4 and ended up with a NASTY virus. But the virus was contained to the VirtualPC drive, and never caused issues with the primary OS (OS X). IN fact, I simply deleted the virtual drive and created a new one.