I run ClamXav when I remember (which is not often! /o\), and I use the sentry feature to run continuous scans on download folders. So far, it's all just been paranoia. XD

The programme is downloadable from the Apple website, and they have a whole list of other anti-virus programmes - free and otherwise.

As for burning, Macs come with the feature. Just create a burn folder and pop in a CD - easy!