Hmmm...You folks seem very inexperienced in the Linux part of the world.
(1) We don't use personal firewalls like those in Windows. We use what is already built into the kernel. That is, iptables/iproute/etc. (You use netfilter to interface with those tools). In Linux, firewalling is built-in from the start. There's no need for third-party firewall application to install.
(2) There's two main ways to use iptables. You can actually learn the command line approach OR use an application that will automatically do things for you. (A pretty GUI that simplifies things when configuring iptables).
(3) One example of such an application is FireStarter. See http://www.fs-security.com/
(If you use Ubuntu or some other variant, FireStarter is actually in the repositories. Do any of you use the Package Manager?)
(4) ALL Linux distros use the same firewall, because they all use the same kernel!
(It is the exact same solution used in Linux-based routers like Linksys WRT54G/GS/GL/etc series).
(5) In regards to most malware and such, the Linux people don't usually bother with solutions like anti-trojan, and such. What we have instead is security frameworks and solutions that prevent or limit the damage or contain those kinds of attacks. Please see SELinux, Novell's Apparmor, PaX, grsecurity, etc.
(6) ClamAV is the only open-source AV solution. This was originally designed to filter/scan e-mails. Its not really for desktop users. (Although there is a third-party GUI for it)...When I say "open-source", I mean you can download its source code, understand how it works, modify it for your needs, etc, etc. Solutions like AVG Free for Linux are "closed-source"...You aren't able to see the details, you can't modify it, and if there's a major bug, you have to wait for Grisoft to fix.
(7) If you take a closer look how fast the open-source community releases new patches and versions of software, you'd wonder why a multi-billion dollar company like Microsoft can't do the same! Typically, open-source brings out fixes within hours to a week at the most. Microsoft goes for the monthly "train schedule" approach. By then, many people have been infected with something that could've been prevented, if MS had released a fix faster.
As you can see, when you switch to Linux, you must drop most of the nonsense you picked up in the Windows world. We do things very differently. And most often, people try to treat Linux like Windows, which ALWAYS is a guaranteed failure to accept Linux. (I've seen it in blogs, forums around the world, and in real life)...The fact is, to really appreciate and use Linux to its full potential, the user must put some effort in to understand it.
Think about it. Windows Vista is gonna have a new pretty interface...People take the time to learn that. But when it comes to Linux, everyone will think of some poor excuse not to adopt it (any and every excuse, because they are afraid). The only thing that should be really stopping you is application support. If you can't run it in a Windows-application layer (WINE) in Linux, or you can't run it under a virtual machine, then don't bother with Linux.
The way I do things is have Linux installed, then VMware Server 1.0 (free virtualization software), and run Windows, BSD, other Linux distro, OS/2, etc in a virtual machine. This way, Windows can die a spectacular death, throw hissy fits, etc...And I can simply roll back the good "snapshot" I made for it in minutes. (to restore the last good condition I saved)...The only major issue is, you can't play 3D games with it. (Its HARD to virtualise this, but its been worked on). But its a great way to learn other operating systems without spending a dime.
Have a think about "Windows Genuine Advantage". If you think its a bit harsh/annoying now, just wait and see what Microsoft has in store for the future!
Learning and trying Linux is about giving yourself the choice when there is none. That's the key idea of open-source...The freedom to choose what YOU want to do on the computer that YOU paid for.
Companies like Comodo, who embrace open-source (see their Trustix distro), understand the potential market. The issue for them, is trying to strike the right balance in making money while not angering the open-source community. (When you piss them off, no one would use your product...Even worse, they will write their own equivalent solution!).
Compare this with Microsoft's approach. Since 2001, they have called Linux and its license a "cancer" (CEO, Steve Ballmer said that) and referred to it as "Communism" (Bill Gates)...Heck, their best anti-Linux example is their "Get the Facts" site, that's still up! (biased studies that always favour the Microsoft solution as the winner)...And now, they're opening/starting up things that are similar to open-source, their version is called "Shared Source"...But no one in their right mind is taking the bait. The open-source folks have a VERY long memory, and we know what MS done in the past. If companies behave as devious as Microsoft, don't expect any support from the worldwide open-community.
What Comodo is doing, by earning trust, is an interesting idea. If they can maintain honesty and gain credibility, it'll earn them some good "brownie points" in the future. Being upfront about issues is all everyone is asking for, from any company. Honesty => Trust => More people will use your products.