Search around on these forums -- this topic gets brought up a lot. Basically, Linux does not get infected by Windows viruses, and there are very few native Linux viruses, so you really don't need to worry about virus control unless you're running a mail server for Windows clients. Same for spyware -- Windows spyware doesn't tend to work on Linux. For firewalling, look at iptables -- there are a lot of good iptables guides on the Internet, and there are some GUI front ends for it too, if you don't want to muck around with command line firewall scripts.
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