Well linux is very different from windows. Many viruses are designed to take advantage of specific things, so they can't function on another system that lacks those things. Like a windows virus might try to add itself to the registery or startup folder so that it starts on boot, it can't do that in linux (it would have to go to the rc.local or something of the sort).
Because the vast majority of computers run Windows, people usually don't bother making viruses for linux (linux users are probably more computer literate too, and won't be fooled by random email attachments and the such).
Not to say that you shouldn't be concerned with security. If you're running a server, especially, you'll want to stay on top of things and save yourself a lot of trouble. Probably the most important security measure you'll need to consider in linux is a firewall.