Protection From Malware (Windows Users)

[Love]

However, to the best of my knowledge, they have not figured out how to break out of a virtual machine of a different operating system (i.e a Linux VM on a Windows host).

Have they figured out how to break out of a windows VM on a windows host?

I think so, especially if the VM is sharing a drive or network connection with the host. I tested a piece of well known malware on a Windows 7 VM in a Windows 7 host, and it was also inside a sandboxed instance of WinRAR (in the VM). AVG, however, detected it on the host. The same piece of malware inside WINE on a Linux VM was not detected by AVG on the host, however. I very much doubt that malware developers will ever figure out how to break outside of a VM of a completely different operating system to the host. You could also try Solaris, Mac OS, OS/2 or BSD in the VM; I am sure there are plenty of open source applications that will allow you to execute Windows programs in these operating systems.