Unix/Linux is inherrently more secure than any Windows O/S but in my experience at work and for home use most problems when using Windows is generally down to people who dont know their arse from their elbow, they download & install demos, freeware, shareware, try all kind of crap, never ever update drivers, firmware, dont use or update spyware or virus apps etc,etc
Im no expert but in 2 yrs of running XP pro Ive never had a prob, strict with what i install, always apply security fixes, bugfixes, firmware, drivers, spyware & firmware upto date, always properly uninstall software, run registry cleaners, flush out index.dat etc,etc
never missed a beat, im always bailing neighbours out who simply dont listen to advice, just do stuff without thinking or are generally lapse with security and being methodic on how they go about stuff