well i put slackware as vbox, logged in as root, installed wine, and firefox for windows in wine (which ran surprisingly fast, so when i was browsing, i was as root, so if any virus/malware was to get on my system, it would have a 100% control if it was going to do so).
i went to every dubious pron site, warez site i could think of, clicked on ads i would've never do on my real system, downloaded and ran all sorts of files i would've never, opened up every mail in my junk folder that had an attatchment. after about 2 hours, i did notice the vbox had tripled in its resource usage, ran a few linux based av's, found about 3 "suspected" virus's, but they all seemed to be contained in .wine
so i restarted the vbox, resources were fine, opened up FF linux native, resources spiked a little, system acted fine, no indications that a virus was running, but as soon as i opened up FF for windows (i closed out the linux native) resources almost quadrupled in resources and cpu time, the browser acted a bit funny. but that didn't stop me.
i spent a few more hours browsing and downloading things i would know for fact contain dubious code, even ran a few vbscripts and macros i found.
so my conclusion, wine is able to run malware and virus's made for windows, but not very well. when they were trying to execute, my original assumptions were confirmed, they would eat a lot of the system resources for about a minute, but the process would die quickly.
my wine environment was definitely compromised, but linux itself was unharmed, i deleted .wine from my home folder, ran the linux av's again, didn't find any infected files, even went as far as running a few bootdisk virus scanners i have in the vbox on the virtual drive, and they couldn't find anything.
now i did one thing i still wouldn't do on my main system, i went back into the vbox, and with a native linux browser (firefox 3.6), i went to all the sites, clicked on ad's, and downloaded email attatchments, that i had done in the Firefox for windows thru wine (i'm still root during this test.)
vbox resources barely changed thru the whole thing, and once i was done, i redid the virus scans, and wasn't able to come up with anything.