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On Windows, run an antivirus, it's the only way. Some virus may leave tracks of them in the system registry, or in some files with strange name, or may change some settings (like disabling firewall or system restore), but there are many different viruses, and for everyone a different test is needed (so you need a program that can run all of them, and such a program is an antivirus).
You can also use HiJackThis, a program that test and list all programs on your system, then submit the list to www.hijackthis.de, so you are warned if some suspicious/unknown files is detected.
If you are worried about a single virus, you can read about what that virus does (files, registry keys...) and seek if you can find any of them.
On Mac, there are less viruses, and on Linux, even lesser.
Second answer. The best way is to use a Linux LiveCD with ClamAV. This allows you to scan the Windows installation for viruses from 'outside'. Some viruses alter Windows to hide themselves - but they can't alter Linux running from CD!