Viruses found in Linux (Mepis)

Recently I installed Liunx and I really like it, but according to everything I've read, Linux does not have virus problems. My experience has been different. I installed Linux Mepis on one of my network computers and soon after it got infected with a few viruses. Mepis did come with an antivirus program (klamav) and it got rid of them, but I had them come back and klamav got rid of them again. Since I don't have much experience with Linux I really don't understand why I got them. Just tought you should know.

NOTE: Linux never reported virus problems, it was one of my networked Windows computer's antivirus that reported them the first time.