Caught this story on Wired about problems with virus-infected advertising banners. It is something that always worries me. Last time I can remember that we had a problem was probably a year ago, when I tried a new ad network and we immediately ran into a malware ad. That network was dropped, but there is always a possibility for virus ads on any ad network.
If we run into it being a problem here, I will suspend ads until the ad network gets the issue fixed. However, please, always keep your computer safe with a couple of things:
Keep your computer updated (Windows update, Linux, etc)
Keep your browser updated (IE, Firefox, etc)
Keep Flash updated
Keep Java updated
Never allow a website to install anything, unless you are completely sure it is safe.
Always use a good antivirus and keep it updated!
The news story:
http://www.wired.com/techbiz/media/news/2007/11/doubleclick