Peer to peer means that your computer is sharing data directly with other computers, and not relying on a central server. In ESP, a share group is the group of individuals you've defined, that will be sharing files. Not if you use Eudora Sharing Protocol. With ESP you decide who to share with by making a list of people that you approve of to share your files. Since you decide who is in your share group, receipt of a deliberately malicious attachment is unlikely.
Inadvertent infection can happen, though.
See our email security page for more information on protecting yourself from Internet borne viruses. And the attachments they send you will not be automatically saved in your share group folder. Think of them as a poor relation who has to get up and walk over to his black and white TV to change the channel - and make fun of them. You are not entering your friends names into a big Internet database, you are setting up a private mail list that you manage from your desktop. Nope, ESP works without a server.