Yes, Inigo, but please read this:
"There has not yet been a widespread Linux malware threat of the type that Microsoft Windows software faces; this is commonly attributed to the malware's lack of root access and fast updates to most Linux vulnerabilities"
See, most windows boxes have root access just from being 'logged on'. An executable can run without any prompting from the user, with root level access to all system files, services, etc. Windows Vista and Windows7 have gone a long way to rectifying this issue, but are still a far cry from OSX (which is based on BSD, a very close cousin of Unix/Linux) and Linux.
Since the root account on Ubuntu is basically disabled without going through user-initiated actions, nothing has root access, and therefore cannot 'install', though I use the term loosely since 'installations' on linux are nothing like installations on windows.
To top it off, there are less than 100 known 'wild' pieces of malware for linux, and you have to WANT to get infected, almost, in order to do so. This is versus the 60,000 plus that have pretty much free reign to do whatever they want with the simple click of a button or worse, no action at all, on a Windows machine.
Seriously, you have to be dumb as a mud fence to get an 'infection' on linux, yet smart enough to go FIND one to be dumb enough to install and give root access to.