I got a little lost as the quotation stuff got a little screwed up...let's see if I can address your concerns questions...
First of all, the Airport Extreme Basestation. It is a router with a built-in WiFi access point. It does NOT by default provide an Internet connection. It is PURELY a means to connect to an existing broadband (DSL, cable modem, or satelite...or if you want to spend a lot of money T1) connection. As I believe I mentioned before it will do three basic things: 1) create a little internal network of wired and wirelss computers and then "negotiate" the traffic from your internal network with the Internet...this function will allow you to have more than one computer connecting to the Internet at one time using your Internet connection; 2) provide some hardware firewall protection for your internal network...it basically "hides" your computers on the internal network from those on the Internet; and 3) provides a way to wirelessly connect to your cable/DSL modem and get a connection to the Internet. Think of it as a glorified cable (even though there will be no cable between it and your computer when you use the wireless mode)...it does not actually provide the Internet connection, but rather allows you to connect to the cable/DSL modem in either a wired or wireless way so that you can use your Internet connection. Think of a cordless phone. If you don't have telephone service, a cordless phone will not let you make phone calls. You must still have telephone service in order to make a phone call with the cordless phone. Now, in the case of the cordless phone, the basestation of the cordless phone is like the Airport Extreme Basestation. The handset is like your MacBook Pro. If I gave you my old cordless phone handset but did not give you the basestation that goes with it, then it would be useless to you. The cordless phone handset has no way to connect to your phone service without the phone's basestation. The same is true of the MacBook Pro if you want to connect to YOUR Internet connection wirelessly...no wireless router (aka Airport Extreme basestation), no wireless connection to your Internet connection. Now, imagine that the cordless phone handset that I gave you can somehow connect to your neighbor's phone's basestation. That is basically what happens when your laptop detects another wireless network...you are connecting to someone else's wireless basestation/access point and using THEIR Internet connection.
Now, as to setting up the WiFi network, you can setup security for the WiFi network that you can setup with the Airport Extreme. This will provide some level of security. But, it is something that is not necessarily to overly robust. I would not do financial transactions over wireless unless you have additional measures setup and even then I would hesitate. Many hospitals will not use WiFi and if they do, then they typically make use of VPN tunnels and other additional security measures in addtion to built-in WiFi security.
Now, ignore the Airport Extreme Basestation for a moment. Imagine that you did not get it. Your MacBook Pro still has an Airport Extreme card which will allow you to connect to wireless networks that others setup. This could be one at an airport, a hotel, a local coffee shop, or even one that your neighbor operates. If you connect to someone's wireless network without their permission (even if they are dumb enough to leave it unprotected), then you could be breaking the law depending ordinances and laws in your area. Many businesses setup public wireless networks for their customers to use for free or for a free. My local Wendy's has a free WiFi network that you can use while downing a Frosty. You first of all want to be VERY careful which public WiFi networks you use. Some nefarious people setup so-called "ad-hoc" networks that look like real free public networks, but are really there to use to steal personal information off of your computer. And even if you do use a true public network, you want to be REAL careful what you do when you do use it. Don't do financial stuff (no account number, not credit card numbers). Don't go to websites that require you to login, unless you don't care if someone gets the password and logs into that website with your ID (i.e. they cannot get any sensative information). Don't do any confidential stuff on that network.
As to anti-virus and other malware programs, in theory you don't need them for a Mac (assuming for the moment that you are NOT running Windoze on your Mac). If you are only running Mac OS stuff, you are rather safe from viruses at this time...and you can reasonably go without anti-virus software. Heck, you are likely safe enough to not run a software firewall if only doing Mac stuff. I, however, tend to lean on the cautious side and run a Mac anti-virus program and a software firewall.
Having said that, you will be running Windoze on your Mac. It sounds as if you will be running it under VMWare Fusion. When you run Windoze in that manner, there is virtually NO difference than running a Windoze PeeCee laptop. It is running Windoze and that Windoze installion is subject to Windoze viruses, malware, spyware, etc. Thus, you will want to be running anti-virus/anti-spyware/anti-malware programs within Windoze under Fusion. You wil also want to run a Windoze firewall in Windoze under Fusion. Think of it as anything that you would be running on the Lenovo or Sony laptops that you returned, you will want to be runnign on Windoze on this Mac.
As to running your Fitness and Nutrition programs, you will need to install those programs in Windoze under Fusion. I have never used Fusion, but I am assuming that is similar to Parallels. If so, then you will create a virtual hard drive (a hard drive image...basically a large files that resides on the Mac's hard drive that then acts as the hard drive for Windoze when you run Fusion) and that is where you programs will be installed once you install them and where you can copy over your existing data files from the DVD to use with the programs. You can use an external drive with Windoze under Fusion, but most program do NOT run well from an external drive in Windoze. They still need to install a few program files in the Windoze directory, which will located on that virtual drive.
As to easy of setup, that is generally true. If you were just buying a Mac to use for browsing and email and word processing and did not intend to install Windoze, then setting it up would be rather easy and straight forward. But, you are doing something a little more complex then what most people who get a Mac will do. So, it will not be as straight forward as is typically assumed.
As to printers, many printers will work. They just need to have a Mac driver for it. There are many Mac drivers for printers built into the Mac OS, but some of the newer printers might not be included. If they work with a Mac, then they will either come with a driver disk or you will be able to download a driver from the manufacturer's website. There are really not a lot of Bluetooth printers out there. It has just not caught on. There are, however, some printers with built-in WiFi connections. Some of HP's all-in-one printers have built-in WiFi connections.
[soapbox] Backup good...no backup bad!! [/soap box]