It's not needed since (contrary to popular lies), linux is rather secure, and you are unlikely to get a virus for linux. Your risk is higher that you might pick up a windows virus while running wine, or that you may get hacked by a remote user (a rare occurrence on the desktop).
My suggestion: install gufw from software center, enable your firewall, along with some optional rules if you like, and optionally install clamav as well (along with fresh-clam).
Overall, your best defense, is to be armed with knowledge. A good way to do that is to get a feed reader like liferea, and follow popular linux sites like omgubuntu or sites like /. (slashdot) for news related to linux security. Don't run software from people you don't trust (that means, be careful with shady ppa's, use software that's in the standard repos where possible, and don't run strange plugins on websites, even if it is kinda funny when they fail to infect your linux system =P)
Hope that answers your question =)
edit: viruses are the same on every system in the sense that they all try to use a vulnerability or a user's ignorance to propagate themselves or access something they should not. It's no different on linux, but linux is more secure, way more secure. The antivirus software you saw is actually mainly there to protect windows users; for example if a friend sends you an infected file, you might pass it on to a windows user without being affected yourself.