Netfilter is your firewall. Normally configured using iptables, though you can write the required modules in c if the urge takes you.
ClamAV is the usual antivirus choice, though I think kaspersky have a linux version. It'll be for looking for windows viruses only, as things that attack linux don't lend themselves to being easily removed by a third party tool.
Security on linux is quite different to windows. It relies on reading log files and taking a lot of care over how the system is set up, then subscribing to mailing lists and keeping software patched. Or, like the majority, you just ignore security entirely and hope for the best. This works rather better than it does under microsoft, but setting your password to "user" and then running an ssh server will get your box broken into.