No, it's not recommended to have that enabled.
- Make sure your built-in Mac firewall is enabled in System Preferences > Security > Firewall
- Uncheck "Open "safe" files after downloading" in Safari > Preferences > General
- Uncheck "Enable Java" in Safari > Preferences > Security. Leave this unchecked until you visit a trusted site that requires Java, then re-enable only for your visit to that site. (This is not to be confused with JavaScript, which you should leave enabled.)
- Check your DNS settings by reading this.
- Be careful to only install software from trusted, reputable sites. Never install pirated software. If you're not sure about an app, ask in this forum before installing.
- Never let someone else have physical access to install anything on your Mac.
- Always keep your Mac and application software updated. Use Software Update for your Mac software. For other software, it's safer to get updates from the developer's site or from the menu item "Check for updates", rather than installing from any notification window that pops up while you're surfing the web.
That's all you need to do to keep your Mac completely free of any virus, trojan, spyware, keylogger, or other malware. You don't need any 3rd party software to keep your Mac secure.