Keeping your computer safe is very important to anonymous online. You really don't want a trojan horse sending your information to somebody. Ubuntu comes with built-in firewall (it's not difficult to install one either). You can install Gufw which is a great GUI to support your Ubuntu firewall. Latest version of windows comes with the firewall. Enable it if you haven't already.
Anti virus is a necessary evil. I use Avast and clamav. Both are available for all three platforms. clamav is an open source project. I prefer using it.
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