The internet is not the only way for a virus to get on your computer. Currently internet and e-mail is the most common, because it's the easiest and fastest. But they were spread around on floppy disks long before the wide use of internet we have today.
Currently there are quite a few of flash memory specific virus's that live on portable drives. flash drive virus - Google Search So there is a chance of getting a virus, but not enough of one that I would recommend a virsus scanner. Just know what you are putting into your computer and scan it at work if necessary.