I'm pretty anal about security... I don't run a software firewall (ufw, etc.). I have a properly setup router with SPI, and leave it at that.
Antivirus... Most of them scan items for Windows viruses, with the assumption you will be sharing with Windows users. Yeah, I know there's a few Linux nasties out there, but I've yet to run into one, and I don't deal w/ Windows users enough for it to be a concern, so I go without.
Keep plugging along OP, you'll get it eventually..

. You didn't learn any MS operating system in 2 days, It's not going to happen with Linux either. Dual booting for a while as a safety net is a good idea.