Questions frequently come up about what to do in terms of Virus scanning virtual machines. Having virus scanning software installed and active on the host does not mean that the guests are immune to viruses. You should always install virus scanning on each guest as well - treat them as you would for any other physical machine. For performance reasons, on the host it is worth turning off exceptions for a number of file types: VHD, VUD, VSV, VFD, VMC - Hard Disks, Undo Disks, Saved States, Floppy Disks and Configuration files in order. Optionally, you may wish to turn off the ISO exception for virtual CDs/DVDs. Also on the host, you may choose to add vssrvc.exe (Virtual Server Service) as an exception.
I've just heard of a virus product which seems to be becoming quite popular with gamers due to it's small foot print, and fast performance without trading off on reliability.
I've only just started trialing it so this is by no means an endorsement, but if it does what it says on the the tin it should be a good product ;)