Activate the firewall built into Mac OS X (via System Preferences) - although if you're on a network, is there not a router in the mix somewhere? Should be a firewall on that, in which case you don't need any software firewall on either machine.
Antivirus for Mac .... well, it's not worth paying for, as there are no viruses currently affecting Mac OS X. However you can pass viruses to the PC that you receive on the Mac perhaps by email, so consider a free antivirus program like ClamXav:
http://www.clamxav.com/