Get the Windows Seven RC. It's NICE (and free). It's the best thing Microsoft has ever done, but yes, you still need anti-virus, and it's still based on the Registry, so it'll slow down over time.
Not that that matters with the RC; it expires in March 2010; but you'll have found a retail copy of Seven by then.
Yes, you are installing an actual windows system on your mac. It isn't any different than the windows pc that you already have. I personally use Avast! free antivirus. I like it because it doesn't always give you annoying alerts and stuff. If you install windows via bootcamp, you will be able to run anything that you previously were able to run on your other windows machine.