A recent contest pitted Mac OS X, Windows Vista, and Ubuntu Linux against each other in terms of security. It took all of two days to hack the Mac (via a web browser exploit). Ubuntu Linux? Three days into the contest, it still hadn't been hacked.
It's very possible that the Mac was the first targeted because everyone wanted the prize: A spiffy new MacBook Air. But that's not the point. Using Firefox may well have resolved the problem, rather than sticking with Apple's Safari browser.
No, the point is that no one could hack Linux.
As for the Vista machine, the hackers are still trying to figure out whether to accept or reject the myriad of popups asking them if they really wanted to do X, Y, and Z. (I just installed Vista via Apple's Bootcamp so that I could run an application that I've been missing and was reminded of how tedious that OS can be about its nagging.)