spread of malware / cross platform

Lets say I have 2 computers on the same nat router. One windows XP and the other linux. They are not networked to share each others files or peripherals, but do share the same wired internet connection, and are always powered on. Neither runs a software firewall. Lets say the Linux machine (although I know linux is far less prone to viruses and malware) becomes infected. Is the windows machine at risk, being that it is behind the same hardware firewall? Is malware platform specific or can it spread to a different os?

How about the same platform? Let's say I have the same set up but this time with both windows XP machines. Is that possible to spread from one machine to the other?