Switching to Linux

Hello!! I want to switch progressively to Linux (As a programmer, I become more and more ashamed of not having experience using it.) and I'm connected to the 'net. I will try to download the update from SuSE 6.3 to 7.0 an install it. Since I am permanently connected to the 'net, I wonder what precautions I should take before/after the installation. My connection is through a cable modem if it is a useful info. Should I be as paranoid as with a Win98 system or is the default config in SuSE more/less secure? Thank you for your help! Patrick