Security is ALWAYS necessary with ANY computer. However, you DO NOT need an antivirus package with OS X and won't for the foreseeable future. The operating system is built significantly differently from Windows and it's not nearly as easy to penetrate or goober up. Further, the majority of Windows malware is produced by "script kiddies" using "kits" produced by real (hacker) programmers-nobody has bothered to create such tools for OS X, so the thumb-fingered creators of most viruses don't have a way to mess with us.
Your OS X firewall is VERY good-leave it as closed as you can. Otherwise, you're using a fairly tight OS that is not targeted by the bad guys and would be hard to target anyway, so rest easy.
I spent a LONG time as a computer security officer over very large Windows installations, so I'm not disregarding your concern. It's just really not a problem.