Hello,
Here is one (quite old) story:
http://forum.gsmhosting.com/vbb/showthread.php?t=645090
I am sure that for now exist other types of harmful software that can damage smart-cards, f.e. fake software that offer possibility to unpack Infinity-Box files etc.
I want to repeat: it's
impossible to protect smart-card from damage if you run unknown software when your box connected to PC, so it is need to disconnect box and be very careful every time when you run new unknown software at your PC.