Let me guess. You are a Windows user and have little or no experience with
Linux.

1) You can run anti-virus software if you choose, but many Linux users choose
not to. First off, there are few Linux viruses written and even fewer in the
wild. They cannot affect you unless you do something stupid such as log on as
root which Ubuntu does not allow. Secondly, Linux AV programmes do not work in
the same way as Windows ones. There is no automatic scanning. It is manual. You
can set it up to do so, but it is a bigger headache to configure than the
viruses themselves. In short, you can forget about viruses and anti-virus
software. The same is true for trojans.

There are spam filters such as bogofilter and spamassassin in the repositories.
Some email programmes are easier to configure than others with these two. Kmail
and Evolution work well. Thunderbird is a bit trickier to set up. There are
several other ways of combatting spam such as popfile.

2) What file? what programme? Linux does not run Windows files. You can get some
compatibility with Wine, a Windows compatibility layer, but it needs to be
installed to run exes. Ubuntu uses deb files and they can only be found in a few
safe locations. The best source is in the repositories. There are a few safe
sources such as getdeb.net and appnr.com. The practice of downloading files and
expecting to install them is not a Linux practice because Linux is about
security which means only safe sources and it handles executables and libraries
differently. That means that you can really mess yourself up by installing
things from outside the repositories, unless you know what you are doing. There
are 35000 programmes in the repositories so there is not much need to look
elsewhere. All are free!

If you download a Linux binary it will not execute until you change the
permissions. If you download a deb, it will open up the package manager and ask
you to install it. If you download an exe file, it will run it if you have Wine
installed. However, it may not work. Wine does not promise full campatibility.
If you run a media file it should launch the programme associated with that file
or save it.

3) I use Kopete which comes with KDE, but it works in Gnome. There is also
Empathy and several specific ones such as aMSN. Kopete is arguably the best.
Gnome is drifting away from Pidgin towards Empathy. Search in Synaptic for Yahoo
and MSN and you can see what else is in the repositories.

When you come to a new OS it is best not to expect it to behave like the old
one. Linux is closer to the OS on a Mac than Windows. It is able to do the same
things but not using the same programmes or in the same way. There are benefits
to Linux such as no re-booting, no defragmenting drives, speed, stability, eye
candy, choice and no viruses hassles. There is a trade off for this. Youa re in
a different operating system. It does not work like Windows. If you expect it to
then you will be disappointed. It is out wit th eold and in with the new if you
want to be successful.

Many users here use both Linux and Windows, but they are able to think in both
languages, Windows-speak and Linux-speak. As long as you keep them separate then
you will be fine.