There are none that do both. I don't run antivirus on my Mac, since field reports are dubious at best and besides, most exploits these days are "zero day" exploits and virus software won't catch them anyway. The same might be said on the Windows side; but the threat is much worse there so maybe more caution is indicated. I happen to keep all of my XP data files in a shared folder and it gets backed up by Time Machine. I also keep a pristine copy of XP so if I ever decided I don't like what I am seeing on the existing one I just trash the whole thing and load in the pristine copy. This is one of the great advantages of VM's in my opinion.
I have found antivirus software to bog down XP to an unacceptable degree--sometimes to a ridiculous degree. Therefore I run my VM on Parallels 4 without it. However if you are bound and determined, I recommend you look into an antivirus called Prevx 3.0. I run this on my XP installation VM on another machine running under Parallels 3. Comparing a variety of system operations--from restarting to launching apps, etc. Prevx seems to have no effect on system speed. It does use heuristics, and it is free. You only pay when it detects a problem and in that case, the price is about what you'd pay for an annual subscription to Kapersky, Norton, et.al. So why do I use it on that machine?