I have been on PC for almost 15 years :D and never touched a Mac (uncle bill will be angry on me!). A friend of mine asked me to get her something from torrents (somewhere you can find plenty of viruses!).
I got the files and they are .DMG (no idea what are they). I checked them with NOD32 and Microsoft Security Essentials and no virus was found.
Should I be positive that there are no viruses?
Short answer, no.
Longer answer: A .dmg is a disk-image file. Think of it like other kinds of archives - it's a container for stuff. Mac OS can mount it on its file system and make it look like just another disk, and a program can access the files it contains just as it can access any other files in the file system.
If you scanned it under Windows, your scanners quite likely don't know about .dmg files. And even if you could have opened it to expose the contained files, the scanners probably don't know about Mac OS executables nor look for Mac-specific malware. You'll probably want to open the .dmg on a Mac and scan it with a Mac-specific malware scanner to be sure.
Upload the file to https://www.virustotal.com/ and check if they are virus.
As you can see some antivirus can detect the malware, some other not:
In my case the virus name was MSOffice/Agent.E33B!tr.
Search on internet for it to see how dangerous can be for your organisation and download the right antivirus.
The right antivirus is the antivirus that detected the file, so the name on the first columns.
As a contermeasure here you have a list of 3 FREE options:
Commercial option for mounting DMG file in Windows:
MacDrive http://www.mediafour.com/products/macdrive/
You can also look at some of the options mentioned on this question:
