I have a cold now. Sheila doesn’t seem affected by it. This has happened before. How come?
Basically answered here:
http://boards.straightdope.com/sdmb/showthread.php?threadid=84173
The short answer is that the human rhinovirus that causes colds can’t infect dogs because the proteins on the host cells the virus needs to bond to is too disimilar between humans and dogs. Most viral diseases tend to be fairly host specific for this reason (rabies being a notable exception).
Your dog can’t catch a human cold any more than you can contract a parvovirus infection.
Good answer, but what about parasites like heartworm? You can get fleas and ticks from your Dog, but can you get the dreaded heartworm? If not, why not?
i bet you could if you ate some dog shit. 
Thanks, Gaspode. Thanks, everyone in that other thread. Please don’t eat dog poop.
Unfortunately yes, you can. Fortunately such infections are very, very rare. Heartworm young rely on mimicking the cell surface proteins of canines to escape the hosts defenses and this doesn’t work in humans, so for all intents and purposes a heartworm in a human is rendered sterile. Basically a human is only likely to have one heartworm, and there’s a good chance that will be destroyed before it can settle in the heart.