While I do know that it is possible for the Multipurpose USB Device(MUD) to store additional files (Including viruses), I do not know how likely it is for a virus to move onto the drive on its own.
If you are ever concerned that the drive may have a virus on it you can re-image the MUD, which will reset the device to it's factory default. Which includes deleting all non-PC Doctor files stored on the device.
To re-image the MUD:
1) From within Windows on a known good PC, insert the Multipurpose USB Device into an available USB port.
2) Insert the PC-Doctor Service Center Diagnostics CD and wait for the autorun menu to appear. Note: If you have the optical drive's autorun feature disabled, you will need to browse to the Diagnostics CD and launch Setup.exe.
3) From the menu, click on the option "More -- advanced options" and then select "Multipurpose USB Device Restore Tool" to reset the USB key to its original state.