Linux is insecure. Open source is insecure. Windows is insecure. All software is insecure. Deal with it. People keep having this delusion that security is a product. That, if you just buy some magic box, you'll have a program or an operating system that's as secure as Fort Knox.
It doesn't work that way. Security is a process, not a product. Some systems are more secure than others. Linux, as anyone who pays any attention to security news knows, is a lot more secure than Windows. If we were talking cars, Linux would be a Volvo S80 and Windows would be a Ford "Hit here to blow up" Pinto.
http://www.linuxlinks.com/portal/news/article.php?story=20060607132541793