I understand that OS X, though ultimately based on UNIX, is now the subject of anti-virus (or anti-nasties) software.
OS X is indeed based on UNIX (BSD to be precise). Open up the "Terminal" program in Applications and you can get easy access to the innards.
With its increased adoption, OS X is of course an increasing target for the unscrupulous of this world.
The exploits tend to rely on vulnerabilities in third party software (e.g. Flash, Java etc). So the first part of the defence is to make sure all third party software (and indeed OS X itself) is always kept up to date on a regular basis.
Second part of the defence is to create an additional user on OS X, of "Standard" type, and use that for your day-to-day computing. Unlike "Admin" type users, "Standard" users have no "sudo" rights and therefore cannot elevate themselves to admin status no matter how much they try. For software installation etc, you can do that as "Standard" suer, but when the system prompts you, you'll have to enter both username and password to run the installer as.