Other than using Wine or a VM, using programs designed for Linux is best, that are equivalent or better than the Windows alternatives;
MSN = Pidgin
(well, Pidgin = MSN + AIM + Facebook Chat + Yahoo! + ... + everything)
iTunes = RhythmBox
Anti Virus = Pretty much unnecessary as nobody* writes viruses for Linux and Linux is inherently more secure than Windows anyway, however if you really do want AV then ClamAV
does the trick. I've never used it. *Well, almost nobody.
And you'll find there's Linux versions of pretty much everything Windows has, and more. Linux software tends to be easier to find and install too because of the repositories.
**I'd advise you to not look at Linux software as an "alternative" to equivalent software on Windows, but just a different program in its own right. "Alternative" makes it all sound a bit vegan, like you're being forced to eat sprouts because your plates aren't compatible with bacon.