Silly Penguin.
http://krebsonsecurity.com/2012/08/attackers-pounce-on-zero-day-java-exploit/
Got Cross-platform?
I said, "Most viruses are designed to exploit the windows architecture." I did not say "All".
Please show me ANY system that is absolutely bullet proof. Yes, cross-platform exploits exist, but I doubt they can cause as much harm to a Linux system as to a Windows system. Linux has no Registry like Windows, it has a different system of file and directory permissions, it has different executable binaries. Linux is an alien environment for most viruses.
I have battled computer viruses since the DOS days, while supporting hundreds of machines. In the four years that I have used Linux on a half-dozen machines, I have yet to experience any problem, all the while using no firewall or anti-virus program. Try that with Windows.
The closest thing to absolute protection that I could recommend is to surf the web after booting from a Linux demo CD or DVD. It you need to download and save a file, use a USB memory stick for storage.