This is true; there are currently no viruses (in the wild, anyway) that affect OSX directly.
You can get infected by Word macro viruses if you exchange Word files with people who aren't careful and aren't careful yourself (saying "no" if Word asks if you want to run Macros), but the worst you'll usually do with those is infect all your own files--I've never seen one that actually did any damage on a Mac.
You SHOULD always keep up on Apple security updates (set Apple's Software Update to run periodically, which it does by default, and make sure the security fixes get installed), but running antivirus software on a Mac is pointless right now.