One of the popular monthly computer magazine reviews about the security between three operating system on his articles with a result that Microsoft XP has the best security after the installation Service Pack 2 and a bunch of patch for approximately 50 MB. The three operating system that was compared were Windows XP, SuSe 9.1 Professional, and Mac OS.
They conducted two test. The first test was done after the installation out-of-the-box, so it means that they never applied a single patch or updates. In this test, Windows XP was the worst operating system, leaving a lot of critical and dangerous security vulnerability far behind the SuSE and Mac OS. The best operating system out-of-the-box was Mac OS with only 6 low-impact security problems.
The second test was held after they applied all patch and updates from the vendor. They said that Microsoft has fixed all of their security problems while the other still missed some undangerous security problems. Do you think this comparison is true for all user? In order to get a full secure system using Windows XP, you have to download all the patch dan updates from Microsoft via WindowsUpdate or by downloading the patch manually and install them in your computer. Is it easy to be done when you don't have a good Internet connection? Don't try it or you will suffer :)
If you subscribe to BugTraq mailing list and security-related mailing list, you will see that there are some glitch just after SP2 released and still the problem is not fixed until today. For example, IE, themost dominant web browser around the world is not perfectly free from security problems since many developers have discovered a lot of vulnerability in IE, even though SP 2 is installed.
So... do you still believe that Windows is better than GNU/Linux in security measurement? Think again :)