A “proof-of-concept” piece of code that was written to demonstrate vulnerabilities in both Windows and Linux (ultimately infecting them both) doesn't concern many folks, including those at the SANS Institute. Not to say it can't be done and won't pose a risk, as Kaspersky Labs is warning, just that it hasn't yet.

The virus only infects files in a user's current directory and isn't spreading. The code for Bi-A is simple and its only action is to inject text strings into infected files. Bi-A poses no immediate risk to users in its present form. However, as Kaspersky Labs' virus list notes, it's possible that VXers will take the code and use it as a basis for more malicious malware. But then again, that could be said of previous cross platform viruses and thus far a heavy hitter has failed to materialise.
The difficulty behind creating a multi-platform worm already makes it a task that most malware writers wouldn't want to touch, and the difference in design from a Windows and Linux environment are so great that even if one did arise, the potential for serious damage is minimal at best.