According to a recent articles by www.geek.com, the number of linux vulnerabilties has surpased the number of windows vulnerabilties. They cite research performed by a UK firm called MI2G.

Linux users worldwide are in for a rude shock. For the first time ever, the number of Linux vulnerabilities, attacks, and exploits has exceeded that of Microsoft Windows according to U.K. security research firm and integrator MI2G. MI2G collects data on hacker activity across the globe and covers every operating system in existence--and it's been doing it since 1995. The company has released prior reports that indicated Linux attacks were on the rise, but Windows exploits remained at the top of the list. The threat to Linux has been growing, though, and the war with Iraq apparently brought hackers of all shapes and sizes out in force. Between March and May MI2G recorded 19,208 successful attacks against Linux-based servers, whereas there were only 3,801 successful attacks against Windows servers.
They go on to say that the likely cause of this is not only due to the Linux operating system. They indicate that the users of less-expensive or free (oh-yeah) software likely have less money to secure their systems than a Fortune 500 company.

Despite what Linux mavens may want to think, the ultimate utility and security of a server has very little to do with what OS you're running. It has much, much more to do with whom is running the server.
I think the lesson here, is that it doesn't really matter what OS you use if the user is careless.

-Enough Said,
theuser