Of course you can exploit things in Linux because they are open source as Mavrick stated.... But that also means YOU yourself know how to protect it and can try to patch it yourself instead of waiting for those damn Microsoft Patch Updates while your being attacked every day.....

Linux Boxes can be EXTREMELY secure if you know how to secure them..... dont leave open services that you dont use, try to setup firewalls when you need them, and CONSTANTLY UPDATE YOUR PACKAGES!!!!!!!