Sorry 1 out of 10 for reading the question. lol
No I haven't heard of such a thing nor did my searches reveal anything. Not unless the original files carried the virus before burning. I don't know enough about cdg disks but if they contain a data section then there is a possibility they could contain virii. Looking at
http://www.ncf.carleton.ca/~aa571/cdgfaq.htm there seems to be variations of cdg formats. Also keeping in mind formats like wma & wmv which are rather subceptible. I'd imagine the addition of virii could only happen before the initial burning of the disk; ie: those that can be recorded on wouldn't be likely to have the ability to have virii added but then again, I suppose there's ways around things. I'm talking to the wind so I'll shut up.
I'll wait to hear any responses.