Xara LX is a vector-based graphic stuff. Like Illistrator or Freehand, but it is suppose to be much faster.
http://www.xaraxtreme.org/
It's been around since forever for Windows, but it never got large market presence. Apparently they've decided to open source it and they have it mostly ported to Linux. The version you have may be pretty beta product, I am not sure. It hasn't been around in Linux very long.
The other vector based tool that people like is called Inkscape. It's quite nice to use, but it's a bit slow unfortunately.
For photoshop.. there is also Krita which you may want to check out. Also there is some proprietory stuff like Pixel.
Then there is scribus for desktop publishing.
For dreamweaver there isn't anything directly applicable, however there are a large number of very capable web development applications. Stuff like Bluefish, Nvu and other such things. People seem to be able to pick one they like.
For a firewall the best thing to do is simply disable network services.
There is are a few tricks to understanding software security basics.
One of them (we will apply it to firewalls) goes like this:
Fact 1. In any given software project of non-trivial size there always exists a number of undiscovered/unfixed software bugs, out of those unknown amount of them will be possible security issues.
Fact 2. A firewall is a non-trivial peice of sofware and is built using functionality provided by the kernel.
Conclusion: A firewall is going to have a unknown amount of security bugs.
So for increased security a firewall is undersirable.
So the most correct way to have network security is to disable all network access, that is don't run any network services on your desktop. With Windows a firewall is nessicary because there are always going to have some network services going on and disabling everything may break some part of your OS. So you always need a firewall. Of course you may want to run services like a web server, file server, or remote shell. So a firewall can help you manage them. It'll allow you do fancy stuff like setup a VPN between two computers on a insecure network for secure access to services and such. Of course that is all very fancy stuff and usually not worth the effort.
But if you realy want a firewall, (which I have one on my laptop since I run around to insecure networks and I want to have services running and such for ease of access at home), then Linux always comes with a built-in one called Iptables. Iptables are difficult to manage manually, however, so people use front ends to manage and build firewalls. A nice one that is for the Gnome desktop is called 'Firestarter'. That is what I use on my laptop.
http://www.fs-security.com/
For nero K3b is a nice alternative.
If you want to explore playing around with software most people like Ubuntu or Debian because of the sheer number of pre-compiled packages aviable for it. I don't know about Mepis, it's debian based and may be compatable with deb repositories, but I am not sure. Having to compile a lot of software yourself can be quite tedious, unfortunately.
For looking for software check out Freshmeat.
http://freshmeat.net/
It has the largest database of programs for linux anywere and you can find most anything you want from that website.
edit:
It looks like Mepis is compatable with Debian packages, but I am still not sure.
http://www.mepis.org/node/6612 If that is true then you get easy access to everything I talked about without recompiling. Maybe check out Ubuntu also, they keep their own versions of Deb packages in their universe and multiverse stuff.