Firestarter and Guarddog are both GUI frontends that make configuring your firewall much easier.
As for anti-virus, it's rare to have virus troubles on a Linux box, but despite what some would tell you, it can happen. As I said, not likely, but remotely possible. Clamav is a decent anti-virus app for Linux. I've been running Linux for 10 years and never had a virus problem and don't run any anti-virus except on servers.
Linux is very secure in itself. As long as you aren't running as root I wouldn't worry about it too much.