She is probably talking about either Parallels or VMWare Fusion, both of which are virtualization solutions that allow you to run Windows on top of OS X.
To answer your question, yes, this in fact does expose those virtual systems to all of the same exploits of a normal Windows installation. The good side is that both of these systems allow for making a "snap shot" of the guest OS (which should be done IMMEDIATELY after installation). At any time that it is suspected that the guest OS has become compromised, simply go back to the original snapshot. The one caveat to this is that you have to save all your files to disk space that is not on the guest OS otherwise they will be lost.
-Vapor