[Stephen Mann] "The best protection is to not plug your editing PC into the web."
Actually, that will not help the original poster who asked how to protect himself from viruses on client's thumb drives or external hard drive. The best protection in this case is to run good anti-virus software because you can't totally isolate your editing workstation when you have clients giving you physical media.
[Stephen Mann] "Use a cheap second PC for your email, web browsing and other general work."
... or an iPad. ;-)
~jr
http://www.johnrofrano.com
http://www.vasst.com