Microsoft themselves claimed (in court) that IE was an integral and unseparable part of Windows
Personally, I wouldn't claim that IIS is part of Windows, even though it was on the Windows distribution disk(s). It took a separate, overt action on the part of the user to install it.
However, the problem with comparing a Windows-only application from Microsoft to an open source application that happens to run on Linux is that Linux is usually only one of the supported platforms.
In only a quick scan, I can identify several of them that also run on Windows: Mozilla, Ethereal, PHP, Apache, VNC, Lynx, Netscape, MySQL, and Ghostscript all have Windows source and binary distributions, although I don't know if they were exploitable. If you want to attribute them as Linux security problems, then they are potential Windows security problems as well -- even though they are not Microsoft products.
As usual, b2k convieniently fails to take into account that it was microsoft that claimed IE was a part of the core OS in front of a federal judge.
I guess it's o.k. to lie if it's for the cause of spreading MSFud.