They used to be hard to configure and set up because they were command-line ip-table based. And the few graphical firewalls left something to be desired. In Xandros V3, the first built in GUI firewall is finally being provided with protection configured and running the first time one one boots up the system. You can download free anti-virus software for Linux but its unnecessary since few hackers write one that targets a Unix-based system.
Running Xandros V3, have the Firewall on I think!