This advice was lifted from the Apple forums. I'm sure they won't mind it being quoted here.
"Mac OS X versions 10.6.7 and later have built-in detection of known Mac malware in downloaded files. The recognition database is automatically updated once a day; however, you shouldn't rely on it, because the attackers are always at least a day ahead of the defenders. In most cases, there’s no benefit from any other automated protection against malware.
The most effective defense against malware is your own intelligence. All known Mac malware takes the form of trojans that can only operate if the victim is duped into running them. If you're smarter than the malware attacker thinks you are, you won't be duped. That means, primarily, that you never install software from an untrustworthy source. How do you know a source is untrustworthy?
Any website that prompts you to install software, such as a “codec” or “plug-in,” that comes from that same site, or an unknown site, is untrustworthy.
A web operator who tells you that you have a “virus,” or that anything else is wrong with your computer, or that you have won a prize in a contest you never entered, is trying to commit a crime with you as the victim.
“Cracked” versions of commercial software downloaded from a bittorrent are likely to be infected.
Software with a corporate brand, such as Adobe Flash, must be downloaded directly from the developer’s website. No intermediary is acceptable.
Follow these guidelines, and you’ll be as safe from malware as you can reasonably be.
Never install any commercial "anti-virus" products for the Mac, as they all do more harm than good. If you need to be able to detect Windows malware in your files, use ClamXav -- nothing else."
Just another person's opinion. If you do a search you will find many sites advising that Macs can be attacked and while they can not get a PC virus and are not targeted as much as PCs they can be subjected to malware and Trojans which are after all are only programs and Mac run programs that get installed just the same as PCs do.
The advice about being aware of what you download or emails that you open from unknown sources is good advice to both PC users and Mac users but don't forget that on occasions the source can be known and believed to be good but they have been spoofed to fool you and that is when a AV or Malware program comes into its own.