From a tech support article on the Apple website entitled Small Number of Video iPods Shipped With Windows Virus we learn
We recently discovered that a small number - less than 1% - of the
Video iPods available for purchase after September 12, 2006, left our
contract manufacturer carrying the Windows RavMonE.exe virus. This
known virus affects only Windows computers, and up to date anti-virus
software which is included with most Windows computers should detect
and remove it. So far we have seen less than 25 reports concerning this
problem. The iPod nano, iPod shuffle and Mac OS X are not affected, and
all Video iPods now shipping are virus free. As you might imagine, we
are upset at Windows for not being more hardy against such viruses, and
even more upset with ourselves for not catching it.
If all else fails, Blame Microsoft!
PS: Found on the Channel 9 forums.