what software to use?

On linux nearly every program you can imagine is to be found in the package manager (System/administration/synaptic package manager). If this is not enough you can add a lists of community driven and commercial projects to the list of available packages using synaptic's settings/repositories dialogue: Set "sections" to "main restricted universe multiverse partner" there.

On other operation systems there are things like autoplay that automatically start all programs (and thus virusses, too) that are on a media as soon as you attach it to the computer.
Using linux installing anything that doesn't belong to ubunt is a, well, manual process, which basically explains the security concept: If you want a virus you'll have to search the web for the virus yourselves and you'll have to install it manually.

This might not hold true for all time in the future, but until now this basically describes the situation.

Since you can do loads of things using ubuntu you can introduce security leaks yourselves, though e.G. by setting up your system in a way that allows you to log in from another computer using your password (and not a private key, which would be standard) - and choosing a poor password. Or by setting up file sharing and allowing the whole internet read and write access to all your files. So always being alert is good.

If you are still concerned install a firewall - there are hundreds of them, or even better: if possible set up the router that connects you with the internet as a firewall. But since the IP stack of linux is rather stable - even running without a firewall doesn't mean you are easy to attack.

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For the video: I advise to install two programs:
devede, and, if you'll ever want to make a backup of a video dvd and this is legally allowed in your country: dvd95.

Maybe you'll have to install ubuntu-restricted-extras or flashplayer-plug-in or something like that first to be able to decode the video: Decoding videos is a legal minefield in some countries so it is split into packages that you can decide if you are allowed to install them where you live. But normally video and linux work together rather well.