P2P software (Gnutella, FastTrack, etc. networks): Acquisition, Xfactor, Poisoned, umm... there are other fine alternatives too. Search
MacUpdate for "p2p" or perhaps a specific network name that you'd like to connect to.
Burning DVDs: do you mean making "backups" of movie DVDs or just burning discs in general? The Finder's built-in disc burning should suit you fine, but there are other more advanced programs like
Toast, which I prefer to use.
Firewall and AV: OS X has a built-in Firewall, turn it on under Sharing in the System Preferences. Popular is the free ClamXav for finding viruses. IMHO the other AV products suck, and there are no real viruses to be protected from
yet, anyway. Be careful what you download and you should be safe.