Hi there,
In answer to your first post
first off there are currently no virus'(s) that affect Mac OS X.
There is only one piece of 'spyware' that I know off and that was on Sony Music CD's, but Sony have had to remove that now. Again there is none.
You can run Anti Virus software on your Mac if you want, but most people don't. It can help any Windows friends you have.
Whilst you can not get infected by any of the Windows Virus's you can forward them on, Anti Virus software would catch these and delete the relevant bits.
For example, if someone sent you an attachment as a '.exe' file, this will not run on your Mac and can do no harm, but if you were to forward the email to a friend that had Windows so that they could have a look at it, then you are in theory passing it along. Anti Virus Software would hopefully recognize the relevant code in the '.exe' and warn you that it is a Virus.
The files that you have downloaded, what are there names, that may help us to decipher what went wrong ?
I'll put up a walkthrough on what to do Security wise later tonight, sorry was very busy last night.
For now if you go to System Preferences-->Sharing-->Firewall then click on start , this will turn 'on' the Mac's in built Firewall, this will stop any nasty people trying to get into your Mac. The only one that 'should/is' ticked is Network Time.
The first two images below are how it should look before turning on.
After you have clicked the start button it should look like this...
Now do a restart.
Your Mac now is protected from any incoming 'probes' from the Internet.
In answer to your second post
Don't worry about ZoneLabs it is not necessary if you use the inbuilt Mac OS X firewall.
Have you installed it already ? If not then don't at the minute. Two software firewalls can complicate matters...
When you say 'how do I choose applications ?'
I presume that you have downloaded something, then double clicked and it doesn't understand what program to open 'it' in ? Can you give example names ?
The chances are you are downloading .sit files these are compressed files, which you need an Application called Stuffit Expander to uncompress them...it's free !
Stuffit Expander
You 'crashed' when downloading the 10.4.4 update...to force the Mac to reboot you can hold down the command + option key and then while they are both being held down press the start key.
When updating software, you should always run Disk Utility before and after, I'll show you how later, this solves these type of problems.
What type of Mac do you have ?
regards
Ric