Thankfully not a Windows Mobile virus but a Symbian POC virus was discovered last week that tries to leap from the Phone and install itself on the PC. Windows XP stops this happening but other OS's may not be so smart.
It's the first concept virus seen that takes this approach.
Many people aren't aware but inside Windows Mobile we have the application installation and execution model which would prevent this trojan being installed on the device in the first place 🙂 We also have the Anti-Virus API's already built into the OS.
So (touch wood) we should be OK (on Windows Mobile)