Absolutely the first things you should do is enable the firewall, then click the Software Update button and get all OSX updates, iLife updates, etc. Make sure you have or download the newest Safari, version 5.
Then get "Stuffit Expander" or whatever its called to decompress RAR files, etc, get VLC (plays lots of video/audio files), Flip4Mac (plays WMV files), Google Earth, also go to Adobe Flash website and get the latest update for that one (maybe your mac won't run as hot when on a Flash site).