Honestly, if you have to ask, you probably shouldn't be doing it.
I used to do this same thing. I don't use any virus protection. Never had a problem because I know how they operate. Basically, in order to catch most viruses, you must use Internet Explorer and/or outlook express.
In order to store your virus collection safely, you need to keep them zipped up with a password. Without the password, Norton and others can't tell that there is a virus inside while they are burning up to 90% of your CPU and Hard disk resources trying to scan for them.
But unless you have the source code, there is no real reason to save them.