This article is from the Computer Viruses FAQ, by Nick FitzGerald n.fitzgerald@csc.canterbury.ac.nz with numerous contributions by others.
Most of them cannot. A system that runs exclusively MS Windows is, in
general, more virus-resistant than a plain DOS system. The reason is
that most resident viruses are not compatible with the memory management
in Windows. Furthermore, most existing viruses will damage Windows
applications if they try to infect them as normal (i.e. DOS) EXE files.
The damaged applications will stop working and this will alert the user
that something is wrong.
Virus-resistant however, is by no means virus-proof. For instance, most
of the well-behaved resident viruses that infect only COM files (Cascade
is an excellent example), will work perfectly in a "DOS box". All non-
resident COM infectors will be able to run and infect too. Aside from
DOS viruses, MS Windows users can also contract several currently known
Windows-specific viruses, which are able to infect Windows applications
properly (i.e., they are compatible with the NewEXE file format).
Any low level trapping of Interrupt 13, as by resident boot sector and
MBR viruses, can also affect Windows operation, particularly if
protected disk access (32BitDiskAccess=ON in SYSTEM.INI) is used.
 
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