I've never heard of something like that but if you're unsure, just look at the script source code before executing it.
I Windows, VBA/VBScript viruses are made possible because you can embed such macros and scripts in the actual documents. AFAIK, all ARexx-enabled applications on AmigaOS requires the ARexx scripts to be individual files. This means that no script will be automatically executed just because you opened a spreadsheet.
