Setting up a MacBook?

I've always used a PC and am used to the MSE/MWB setup and ESET online scans…

Is there anything I should do to set up my Apple security-wise?

I realise Apples are less likely to pick up viruses (knock on wood), but I just want to be sure I'm doing everything I can :).

Also, will ESET online scan still run on an Apple?

TBH I have about as much idea as you do about this, but my daughter has an iMac, and just spoke to her thinking she would have some idea, but I should have known better, she took it out of the box and started using it lol, so lets see if we can figure this out for both of us lol. 

As you say these are far less likely to fall foul of nasty's, but it doesn't mean they can't be caught out, so your doing the right thing trying to find out just what can be done to protect them, so lets start with your scan question, as best I can see No, you can't run an online scan on a mac, they quote the following as what it will work with:-

Operating Systems: Microsoft Windows 7/Vista/XP/2000/NT (32/64-bit)

Although they do work with Safari as a browser lol, but they do have pay for solutions for mac's.

But I'm pleased to see some of the big names we all trust do have free cover for mac's as well, Avast is nearly always my 1st choice, but as this is for a mac, I can only trust it is just as good as on a PC, and the same with any of these:-

Avast Free Antivirus for Mac

Avira Free Antivirus

Sophos Antivirus for Mac

Comodo Antivirus Free

AVG Now on Macs! (a big name, but not one I would use, but I mention it for choice)

Do Apple Macs need antivirus? OS X security explained, an interesting read, and got flamed for the approach used, but he does highlight a point about a mac's security as standard, but read on into the comments and you'll find people weren't amused at the approach to such a serious area, Yes he made good points as to why it may be "safer" than a PC user, BUT, there is no question that many feel you need more than just what comes in the box, purely because there ARE people out there targeting mac's, and apparently there was a big attack on mac's not so long back, so I personally draw the conclusion which is the same as before reading that, which is although safer than a PC, it can still take a hit, so you need more than what comes in the box to increase your safety.

This gets us started at least, but I will see what a mate has to offer, as he was a mac tech, but he admits he is not up to the current versions, so his info may be dated, but I will keep looking when time allows to see what comes up, hope this helps a bit anyway.