I'm not liking at all Firefox 4 (seriously... and for so many reasons) so I was thinking to downgrade to 3.X. In both Windows and Linux environments, would this imply security risks for my system?
Firefox 3.6 is currently still getting security updates, so won't be a problem at the moment, but they'll drop it reasonable soon, so it might be better to get used to Firefox 4, or work out how to make Firefox 4 more like 3.6
3.6 isn't so bad, but I wouldn't go back any further.
Using an older browser is just asking to get hacked, as they don't always continue to get security patches and many malware authors now initially target legitimate web sites. They'll hack the web site first, and use that to perform drive-by downloads on unsuspecting users second. So if your system isn't up to date you could get infected just from normal browsing.