Sure there may be risks involved. One simple safety rule is to NEVER automount hard disk partitions, and, generally, be careful with USB media too. With Knoppix, you can always start afresh, by using, for example, a USB install as "master" and routinely copy from that to, for example, a harddisk partition you use for running. Then any infection will soon be wiped out. Documents could be checked in and out from some place with good virus scanning facilities.

I also disallow scripts by default, and try to have them permanently allowed only for trustworthy sites, typically using "temporarily allow" for news sites and unknown sites. If you use for example gmail for viewing attachments instead of downloading and handling locally, I would think it is safer, too - try to avoid doinr risky things locally.

IMHO, the way you use the machine is much more important for security than any anti-virus protection. The worst thing with anti-virus, is that it can encourage unsafe practices, people think they are protected.