problem with video on installed Ubuntu but not on Live CD and server software ?

[Jorge Santos]

For the resolution problem try System->Preferences->Screen Resolution.

For serving files you can use a bunch of different stuff, depending on
your scenario, see samba, ftp, and even apache, among others.

Security is quite a broad concert, for a firewall try lokkit and
lokkit-gnome, which are simple to use and to the point.  Look for them
in Synaptic (in System->Administration), if you don't find them there
you may have to enable additional software repositories, see: 
http://www.ubuntulinux.org/wiki/Repositories

Good luck,
Jorge