You've probably resolved your question now but I thought i'd email you incase you hadn't. I, like you are a newbie to the world of Mac and heard the same comments about Mac's not needing protection. I wasn't convinced, so kept looking online and found that Apple themselves advise you to protect yourself even though there has been very few attacks, but like life these things can change.
Please visit the link below for a little more clarity, here's the first paragraph. Andrew
Macintosh security is a hotly debated subject for various reasons, including the scarcity of viruses. In fact, the number and severity of viruses is just a very small piece of the big picture. Those who really understand security know that a comprehensive security profile for the Mac is required to deal with threats via the Browser, port/firewall breaches, sensitive data protection, application sandboxing, defense against phishing, and identification of hostile IP addresses. Moreover, the optimum security profile changes with user location.