Although, not publically announced to the usual media fanfare, Apple has published a support document admitting to having shipped iPod Videos containing theRavMonE.exe virus that affects only Windows systems. The virus is reported to not have any impact on Mac systems or the iPod itself.
The affected iPod Video stock, is reported to be iPod Videos purchased after 1 September 2006. Any virus program installed in a Windows system is apparently sufficient to stop the virus in its tracks. Otherwise, you can refer to the links at the Apple Support page for the relevant removal tool.
Read the details at Apple Support page with reference to this issue.