About which client to use:
-it is possible to use a native microsoft messenger for mac;
-looking for pidgin, i found that the equivalent for the mac is named Adium. This client i personally use and i am happy with it.
-For MSN chatting specific it can be fun to try Mercury (www.mercury.im). This client has a lot of features the ms one has and some more.

About virusses:
I never have them,
Personally i think that is a matter of not opening strange links or files you recieve from unknown or known people who are infected with some message sending virus.

My experience is based on a mac with an intel processor.