Jailbroken iPods/iPhones are susceptible to malware. Apple products do get viruses/malware but are not targeted very much so have limited issues with it. On an iPod if a music file has a virus imbedded in it the iPod is safe but any computer you plug it into could be susceptible making the iPod like a flash drive.
You can if you go to the internet, but since iPod is cheap, easy to get, and no one use it for important stuff like checking bank account, most likely it would not run on the iPod. If a virus infected the iPod, the owner would most likely to buy a new one instead of fixing it. Therefore there is no fun for virus and worm writer and no income for people who write Malware and Adware writer, also not to see for spyware writer. But if you send an infected file, it can infect the computer the file is send to.