It is true, there are very very few viruses for Linux. Most of the ones there are, have been rendered useless, unless you install them on purpose. At most, you can get the user you are logged in as, unless you enter the root password.
Linux does have some built-in firewalls. They probably work as good or better than the ones with windoze. If I ever get DSL, I will get a router thing to do that for me. They, just like with windoze, do the job with better protection.
Just make sure the firewall is configured properly and have a !GOOD! root password. Not something like love, sex or god, OK.
I make this example. Virus is water. You are in a boat. Would you want windoze that has a screen door on the bottom or Linux that is armour plated?
I am one of those who have little to no use for windoze. I worked for four days to get a network working on windoze, it never did. I installed Mandrake 9.2 on a old AMD 400MHz machine and set up the network, working flawlessly I night add, in half a day. Most of that spent doing the install. The network was pretty easy actually. It was also my first time doing a network setup. Putting Gentoo on it next, see if the smoke gets out then.
I sense you are new to Linux, give it time. The first time a wave of viruses come by again, you can boot Linux and just watch it all go by.
Do remember this though. If you get a e-mail and it is infected, you can pass it on, virus and all, by forwarding the email. Linux will not remove it or alert you it is there, unless you run a anti-virus program. Yes, you can get those for Linux. They mostly detect windoze viruses though. www.f-prot.com
if you need one.
Most of your questions have been asked many times in the past. Search and you will find. www.google.com/linux
is your friend to. All things related to Linux.