Do I need to have a security program on my iMac?

I was trying to access a tax company online to do my taxes. It would not allow me to set up an account because it was being blocked by a security software program. It said to turn off the VPN. I did that and it still would not let me access. It did the same thing when I tried to access the SSA. Can you tell me if I need a security software program such as Norton on my iMac ?