I have McAfee running on all the computers at home and at work. (About 20 PCs running Windows 2000 Pro, XP, and Vista.) (I get it free with AT&T DSL service at both locations.) It scans all files as you download them, including all HTML web pages, java scripts, even graphics files like gif and mpg formats that are known to carry viruses and other exploits. It also pops up a little "are you sure?" warning window if you click a link to go to a website they have found problematic in the past.
CHB has always been clean, though sometimes the ad servers for the ads have been very slow. Not CHB's fault!