on server machines ,
we have 3 protection tech to install
Antiviurs and Antispyware
Procative threat protction
Network threat protection
Install just Antiviurs and Antispyware for servers (recomended)
Procative threat protction will not work on server OS but will work on XP, so you need not have to install this.
Network threat protection is the firewall component.. usually none installs this on server OS,