Yes, I well know this as I get malware on my home PC from time to time. And it sucks major ass when it happens, so I'm not likely to forget it. There are no 100% guarentees, but zero infections in 6 years of using the blocking software, 25 employees, that's not bad at all. At home, I've managed to infect my machine about 10 times in that amount of time, and I'm just one person.
Any website can have host malware or viruses - if you think otherwise, you are delusional.