Do I need to switch on Firewall?

[GuitarG20]

wait so should i leave Sophos installed or uninstall it?

 

[GGJstudios]

wait so should i leave Sophos installed or uninstall it?

Remove it.

1. How can enabling a security program (and one that is used by HUGE companies) increase venerability?

Read the Mac Virus/Malware link in post #6 of this thread, especially the section, "What about sending files to Windows users?" It gives the answers you asked for.

2. I see nothing about anti-malware in 10.6 or above...

Mac OS X Snow Leopard and malware detection
About file quarantine in Mac OS X v10.5 and v10.6

3. Viruses for Mac do exist, your stupid to say there isn't any. (I am sure other will be able to find a more complete list)

Name one. Not one Mac OS X virus is on the list you linked, because there are zero Mac OS X viruses in the wild.

4. With Mac sales rising, you will see an increase in people trying to exploit them.

The market share theory has been debunked more times than can be counted. The Mac market share and installed base is greater than ever before, and yet the instances of malware is smaller, not larger. Viruses, which existed for Mac OS 9 and earlier, are completely non-existent for Mac OS X. Only a handful of Mac OS X trojans exist, despite an installed base of more than 50 million and growing by a million per month.