If your filenames contain no whitespace and you don't have any subdirectories, you can use this simple for loop:
$ for FILENAME in *; do mv $FILENAME Unix_$FILENAME; done
Otherwise use this convenient rename command (which is the perl script) - although it might not be available out of this box on every Unix (e.g. OS X doesn't come with the rename).
If your filenames contain whitespace it's easier to use the find, on Linux. The following should work:
$ find . -type f -name '*' -printf "echo mv '%h/%f' '%h/Unix_%f\n'" | sh
On BSD systems, there is no -printf option, unfortunately. But GNU findutils should be installable (on e.g. Mac OS X with brew install findutils).
$ gfind . -type f -name '*' -printf "mv \"%h/%f\" \"%h/Unix_%f\"\n" | sh
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