"If its possible to save wouldn't it follow on that you could get a virus too?"

You don't have to 'save' to get them anymore. I've seen them in a couple of ads that are on the side or top of a lot of websites. Some servers do not scan the ads..
You are far less likely to get one on a Linux system, especially if you keep it separate from windows. That is part of the reason why people like separate drives for separate OS. Puppy is small enough to keep on a USB thumb drive. The rest will depend on what you want to download and save in Linux. If you are going to save files to a drive windows has access too, there is always a chance you will get infected in Windows when you activate the file. Be mindful of what drive you are saving to.

I think you'll find using Linux makes you more mindful of how you are using the computer. This makes you pay attention better, which in and of itself helps prevent infections.

I do not work here, but the benefits are still awesome
Make your sound your own!