For every application that you were used to using in Windows, there are probably three open source equivalents... many are better than that apps you're used to.
Photoshop --> The Gimp in Linux
Nero --> Gnomebaker in Linux
P2P --> Bittorrent in Linux
Partition Magic --> Gparted in Linux
Back-up app --> SBackup... and many others in Linux
There are many, many more examples.
By the way, GNU/Linux is
NOT bullet proof. However, it's much less susceptible to the bad stuff out there because most of the malware, spyware, and virii are written for the Windows operating system, so they won't have any effect on your Ubuntu if you happen to run across them.
There are anti-virus and firewall apps for the Linux OS... Firestarter (firewall manager), ClamAV (anti-vir), etc. and many others.
Windows uses the executible (.exe) method for installing applications. GNU/Linux does not use that method. Each distribution of GNU/Linux has its own methods for acquiring and installing software. Ubuntu uses Debian's apt-get method with the Synaptics Manager as a graphical front end. Other distros use other methods... Fedora Core use YUM with RPM packages. Slackware has no package manager, but you can manually install .tgz packages. Software for your Linux OS is available (mostly free) all over the Internet. You just have to find packages and sources that work with your distribution.
Here's a link to a post at Scot Finnie's Newsletter Forums --> All Things Linux that has a lot of information sources, tips, and tutorials for Ubuntu:
http://forums.scotsnewsletter.com/in...dpost&p=208155
Have fun with it!