That's the problem. It wasn't built with a concentration on security, that came later in the game, so everything after is duct tape. Until Microsoft's focus on security much of what they did degraded security, like Outlook/VBS and ActiveX. Better to start with an architecture designed for security and keep making it more secure.
To believe that one commercially available OS is supremely secure over another one is just foolish.
There is no such thing as supreme security, but there is relative security, and Windows doesn't do well on that front.
Actually, the latest Mac vs. PC add, the one with PC divvying up money between "advertising" and "fix Vista" realistically demonstrates how Microsoft approaches problems.
Microsoft has generally considered stability and security problems to be marketing problems rather than engineering problems.
While security is a "big picture" thing with a myriad of small things that need to be adequately addressed in order for there to be any security at all, first you have to admit that there is even a "picture" to begin with.
Historically, Microsoft has denied that there were any serious design or implementation problems with Windows at all.
Once, while being interviewed by a German magazine, Bill Gates famously showed his contempt toward users of his software by stating that "There are no significant bugs in our released software that any significant number of users want fixed."
He also said that Microsoft's software isn't the problem, it's you stupid users.
Gates: "It turns out Luddites don't know how to use software properly, so you should look into that."
This way of looking at things would put mass-market systems at a severe disadvantage compared to obscure niche systems whose user base is mostly composed of techies.
Usually, we want to compare apples to apples: would Grandma's computer be more secure if she switches from Vista to Linux? (Assuming she can figure out how to get her work done at all on the new OS.)