Vulcan, even MS admits there is no way they can make a Windows OS secure, by the very architecture of the software it cannot nor ever will be secure.
MiniD is right about maturity. Almost all the software running around the UNIX kernels has had the benefit of many more man years of work and exposure than the comparable MS supplied software.
In the server market on the Internet, UNIX and its derivatives still occupy the lion share of the deployments (over 70% if I recall).
If you toss in desktops, then MS is the winner.
There are inherent security problems in MS OS's that are simply not in a UNIX OS.
But, if you just install UNIX and don't bother setting up the security, then you are no more protected than a MS OS.