Q: I'm trying to download internet security and an error of microsoft windows applications are not supported on OS x keeps coming up

That's because you must be trying to download a Windows application, and they do not run on a Mac unless you are running Windows on the Mac.

Helpful Links Regarding Malware Protection

An excellent link to read is Tom Reed's Mac Malware Guide.

For adware removal see The Safe Mac » Adware Removal Guide and The Safe Mac » Adware Removal Tool.

Also, visit The XLab FAQs and read Detecting and avoiding malware and spyware.

See these Apple articles:

  Mac OS X Snow Leopard and malware detection

  OS X Lion- Protect your Mac from malware

  OS X Mountain Lion- Protect your Mac from malware

  OS X Mavericks- Protect your Mac from malware

  About file quarantine in OS X

If you require anti-virus protection Thomas Reed recommends using ClamXAV. (Thank you to Thomas Reed for this recommendation.)

From user Joe Bailey comes this equally useful advice:

The facts are:

1. There is no anti-malware software that can detect 100% of the malware out there.

2. There is no anti-malware that can detect anything targeting the Mac because there

     is no Mac malware in the wild, and therefore, no "signatures" to detect.

3. The very best way to prevent the most attacks is for you as the user to be aware that

     the most successful malware attacks rely on very sophisticated social engineering

     techniques preying on human avarice, ****, and fear.

4. Internet popups saying the FBI, NSA, Microsoft, your ISP has detected malware on

    your computer is intended to entice you to install their malware thinking it is a

    protection against malware.

5. Some of the anti-malware products on the market are worse than the malware

    from which they purport to protect you.

6. Be cautious where you go on the internet.

7. Only download anything from sites you know are safe.

8. Avoid links you receive in email, always be suspicious even if you get something

    you think is from a friend, but you were not expecting.

9. If there is any question in your mind, then assume it is malware.

I think you must have purchased a Windows version of the software. I would return it, if possible. Frankly, you have little need for such software on Macs. What is important regarding malware you will find in my little post. The only form of Internet security you may ever need would be for protection if you are on an unprotected wireless network such as at airports or coffee houses. In such cases there are several excellent choices of VPNs. If that's what you need let me know, and I can recommend several.

Be sure to read the Quick Start Guide that came with the computer. All things have a Help menu. Use it when you need assistance with something.