If you are running OSX there is a built in firewall on your Mac - check out System Preferences > Firewall.
At this stage there are no known viruses for Mac OSX. For Mac OS9 and earlier I think there were around 36 viruses in total, if you didn't include the Microsoft Word Macro viruses. Last time I looked there were more than 10,000 viruses for Windows.
This is not to say that there won't be a virus. Almost certainly there will be. So far there have been a few security holes found, but all have been plugged as they were found.
I have personally been running and troubleshooting Macs since the mid 1980's and in that time I have only seen one mac virus in the wild - a system 6 number which got into a system 7 machine via floppy disk. It couldn't execute, but it was there. I should have kept it!
So here is my advice - backup your important data when you make a signifigant change that you would hate to lose. Then no matter what happens, you'll be ok.
And don't use IE, or Outlook (aka Lookout!)
Others will probably have lots of different ideas about this