What works only in a very limited fashion is using Windows apps to
protect
the Linux system. You can use a virus scanner to do a manual check
over your
drives, but scan-file-on-open features will likely fail.
There has been demand to implement a ClamAV powered on-access file scan within Wine. That should fill that niche nicely, and also more elegantly since we don't have to run a Wine process to check the Wine system. This has the added benefit of making it harder to compromise the virus checker itself, especially since that can then reside outside the user's home folder. In a very real way, we could handle Windows security better than Windows.
Actually, what I wanted to say is that you can't use a Windows virus scanner in Wine and expect it to cry wolf when you open e.g. a bad document with the Linux version of OpenOffice.