No experience with that site, but windows viruses won't work on your Mac so you'll be okay. If you want to be safe turn on your firewall System Preferences -> Security -> Firewall but it won't make much of a difference.
Currently there are zero viruses affecting Mac OS X in public circulation, but there are other kinds of malware existing, that can infect your Mac.
To learn more about malware in Mac OS X and what steps can be taken to protect yourself, read the following F.A.Q.: