The Mandrake firewall will be much better than the one you used in Windows, and virus protection is not really necessary with Linux as there are no email applications like 'Look out Distress' (Outlook) that presume you want to execute and run scripts that people send you automatically, and a virus cannot do much harm as a normal user, so unless you're daft enough to always run as root you don't have to worry. There are very few GNU/Linux viruses, if you are really paranoid about this you can get a scanner from
http://www.f-prot.com/ - but I don't know anyone who uses anti-virus for Linux anywhere in my University, and there are hundreds of Linux boxes here - all the Windows boxes need a scanner of course!