It’s Unix based, just don’t use a root account. This way if you download anything it would require root access to access system files, and obviously you wouldn’t use your root password on software you don’t know what it is. Good security measure when using Unix based operating systems.
You can however try installing Clam AV. I sometimes use it on Linux systems, I think it might have a Mac OS install (I have read that it comes with the Mac OS Server), worth checking out. http://en.wikipedia.org/wiki/Clam_AV