Depends on what you mean by "Security Program". In Windows, it means firewall, anti-virus, spam filter, spyware/adware filter/detector/remover... ad nauseum. In Linux, it could mean nothing more than a sanely configured group policy. But, if you need (or think you need...) some similar apps, here's a short list from recent memory:
--Firewall--Firestarter:
http://www.fs-security.com/Mason:
http://dhp.com/~whisper/mason/Netfilter/ipTables:
http://www.netfilter.org/--and some Distros that ARE firewalls--
SmoothWall:
http://www.smoothwall.org/IPCop:
http://www.ipcop.org/LEAF:
http://leaf.sourceforge.net/--Internet Filtering--Netfilter/ipTables:
http://www.netfilter.org/Squid:
http://www.squid-cache.org/DansGuardian:
http://dansguardian.org/--Anti-Virus--ClamAV: (there are many well-known AV companies that support Linux, but this is the only Open-Source one...)
http://www.clamav.net/The Open Antivirus Project: (VERY Alpha, just for education...)
http://www.openantivirus.org/--Spam Filter--BogoFilter:
http://sourceforge.n...projects/bogofilter/SpamAssassin:
http://spamassassin.apache.org/ (mostly for mail servers)
A properly trained Thunderbird:
http://www.mozilla.c...m/en-US/thunderbird/--Articles and Books--Hardening Linux- A 10-step Approach:
http://flaviostechno...-to-a-secure-server/IBM Article on Securing Linux:
http://www-128.ibm.c...brary/l-seclnx1.htmlHardening Linux- Book: (haven't read it myself, but I hear nothing but good things about it...)
http://www.amazon.co...rnbull/dp/1590594444Hack-proofing Linux- Book: (older book, read the reviews, it's up to you whether it will be useful or not...)
http://www.amazon.co...curity/dp/1928994342--The Final Word--Top 100 Security Tools:
http://sectools.org/Also, your chosen distro probably provides many of the same tools for monitoring and securing as well as some distro-specific security applications and methods.
Learn your tools. Read the HowTo's and do not hesitate to inquire at the FAQ's and Forums of your distro site.
One more final word:
--Google Is Your Friend-- http://www.google.com/linuxHope this helps...
Edit: Netfilter is actually more often used in firewall applications although it works well as a general IP-based Network Filter, so I put it in both categories.