Internet security typically concerns the connections your machine makes and the ones being made to it, sites you may connect to that are known to be malicious, web pages with scripts that can run on your machine, file upload attempts to your machine, screening of sites for secure socket layers when authentication is requested, and that's only the beginning.
Antivirus software screens and analyzes pages loaded and downloads, any file on our machine for known viruses for which the software has fingerprints and method of detection. That is why it's important to update your virus definitions when available.