OMG! I'm defending both Microsoft AND IceBlaZe in the same post!

(OK, I have to bash MS a little, at least.)
if you are a good w2k admin who also installs 3rd party security software, get the patches as soon as they are out, and put attention to security in windows just as much as in linux then you should not have more problems than in a *nix server...
This is true. Win2K CAN be as secure as *nix.
The problem comes in those little phrases: 'good w2k admin', 'installs ... security software', 'get the patches', 'pay attention to security'.
MS has for years sold its systems on the premise that they are so simple to install and use. They have put all their effort into a glossy surface, and not enough into the underlying system. Sure, now they are saying they will put security first, but I'll believe that when I see it.
In any case, finding those good, competent admins is not easy. I cannot count how many MSCE-papered admins I have met who can point-and-click with the best of them, but who can't really figure out how to fix anything if it's not already in a drop-down-menu or dialog box.
But, yes, Win2K CAN be secure.
As for Linux:
... linux is as safe as the person behind the box with it.
Also very much true.
But then most Linux distros turn ON the safety and security features by default, so even if you don't want to be 'Super-Admin', your out-of-the-box release is already more secure than Windows. Not as secure as a good admin could make it perhaps, but still good. (I assume anyone *geek* enough to roll-your-own linux is smart enough to be able to do a good job administering his/her system.)
Finally:
92% of all home computing used OS's are windows.
(I didn't bother to verify the figure. It matches reasonably with all studies I've seen.)These people aren't using Windows because it's easy to use. They're using it because of monopolistic practices by Microsoft. But that's for another thread.
If you were an 'evil hacker', what would you attack? The 8% that probably have at least some level of security, or the 92% of the market, with a good chance that NO security precautions have been taken? Face it. You get more 'bang-for-the-buck' by attacking Windows. It's easy, and it's effective.