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Welcome to linux. You actually won't need an anti-virus program. Linux has no known viruses in the wild. So that's a good thing. On the other hand, you will need to learn how to install other applications in Linux. Generally, programs designed for Windows will not install unless they have a version specifically for Linux. However, there is a free (and sometimes better) Linux version of nearly any application you want. I think Linpus (your version of Linux) runs Gnome by default. You should be able to go to "Applications --> Add/Remove". There, you can find thousands of free applications to install. You probably also want to check out some tutorials. A good place to start would be the section labeled "Documentation" on the left-hand-side of this webpage.

Firestarter ([url]http://www.fs-security.com/[/url]) is a pretty good firewall management tool. You should be able to install it with Add/Remove. Spyware is also not a problem. Firefox 3 includes built-in phishing protection. You can read more here: [url]http://www.mozilla.com/en-US/firefox/phishing-protection/[/url]