First of all, welcome to MacRumors!
As for your question:
Yes the game will run fine with your mac. If you are worried about it heating up then download
smcfancontrol and set the fans up higher before you reboot into windows. You will have to
restart not shutdown and boot back up into windows and the fans will stay running at the same speed. The higher speed of the fans will keep the computer cooler while running games in windows. If you shut your mac down it will reset them and put them back to the default setting.
About viruses, as long as you don't go on websites that have questionable material, don't download anything with torrents, and just practice safe browsing, you will be fine. But just in case I would download and install
avast! free antivirus. I run this on my mac in bootcamp and have never had a problem with viruses.
Also, I would suggest installing windows right after you get your macbook pro. This will minimize any problems in the install procedure that may occur by using your computer and starting to fill up the drive. This will also eliminate the need to have a backup of your material, because you haven't put anything on the mac yet. If something does happen during the install procedure, you can just boot up from your install disk, and reformat/re-install OSX.
If you decide to just use OSX and install windows with bootcamp later,
make sure you have a backup of your data. Things can happen during the partitioning procedure that cause the disk to have errors and may even cause you to have to reformat your drive.
The likelihood of this happening if you do everything correctly is low, but there always can be human error that causes major problems with computers. The most common thing you can do to lose data is to select the wrong partition during the windows install, so make sure you select the one labeled BOOTCAMP during the install procedure. Good Luck running windows! If you have any further questions about windows on your mac, first search MRoogle, and if you still need an answer, submit a new thread to the
"windows on the mac" forum.