Well, Wine will run MyDoom just fine, so just get a spare computer, install linux on it, then Wine, and then install myDoom and run it. Yes I have done this, though the machine was behind a stiff firewall so it couldn't do anything bad, and I was watching the actions it took. (Wine has great debugging code built in)
And because this is a spare machine, you don't have to worry about them getting any of your protected information.