I don't use Xandros, so don't know whats available in Xandros repositories for download.

Without doubt you need a firewall, look for Firestarter or Guarddog.

Anti-virus is an option unless you're networked to Windows or send files off to people who use Windows. Forget Kclamav/clamav, its not very good. Look for F-Prot, BitDefender, AntiVir, Avast or AVG.

Even though AV is an option in Linux its still affected by rootkits, get chkroot or rkhunter and you'll be fine