OS X has a built in firewall which guards against incoming stuff but does not check outgoing stuff.
For the outgoing, I would suggest a program called Little Snitch.
Bob Proffit can tell you more about the (Unix) OS X firewall.
As for Anti-Virus programs. There are currently no virus's that operate successfully against OS X. There are a number of trojans but with a little common sense they can easily be avoided.
If you want to "feel" save, try ClamXAV. A free AV application that does the job well.
Avoid any of the commercial AV brands, Symantec, Intego, etc. as they chew up clock cycles looking for non-existent threats.
My local Mac Users group does not have any member that is running AV software on their Macs.
I just bought my very first mac, I just want to know if I still do need an anitvirus and firewall for it.
If I need one, what would you suggest?