This is one of the reasons why convergence is not necessarily the best solution. A virus or worm on a cell phone can do a lot of more (financial) damage than on a PDA.
I have no problems installing and trying out new software on my PDA; yes,
malicious code could wipe out my PDA or try to sniff out my WiFi WPA key, but that's about it. On the other hand, I have never installed any software on my cell phone, except for doing one firmware upgrade. I couldn't stand the idea that some virus would do malicious phone calls on my expenses.