Hello Amit and welcome! I hope you have a great time using PCLinuxOS.
You should first have a look on our Wiki page:
http://pclinuxoshelp.com/index.php/Main_PageGreat info constantly updated...
Then pay a visit to our Magazine
http://pclosmag.com/index.htmlEvery issue has a lot of good articles, tutorials and guides that I'm sure you will find more than interesting.
About protection... you must know that Linux is already a much more secure operating system than Windows.
You don't need antivirus, anti-spyware and anti-malware software in Linux. Coming to Linux you are already protected

Maybe you could set up a firewall if you really need one.
Regarding Battlefield 3 on PCLinuxOS...
You must know that Windows games are written for Windows. There is WINE, of course (
www.winehq.org) but getting games to work with it can at time become very frustrating. You can check it out and install it from Synaptic Package Manager, if you want. Since you have a dual boot with Windows, I suggest you continue using it to play your games and use Linux for everything else.
And two bits of advice: if you have a question/issue/problem in the future, you should consider creating a thread for each. Other members of the forum can help you better this way. Also, remember to read the rules of the forum and use the search function whenever possible.
Oh, and Sandbox is a great place to waste your time

Again, a warm welcome and have a nice stay!
