No, no, no...
There have been "tests" performed that said that the bare Linux kernel is almost as insecure as Windows XP is, but after taking advantage of the open source community and, like most Linux users do alreay anyway, setting up cron jobs for pertinent security updates, it was near impossible to break into compared to the vulnerable Windows XP setup.
It's not just a matter of market domination which makes MS operating systems so hack-able. I've been a white hat for almost five years now, and I've attempted to break OSX and other *nix systems many a time. It's always SIGNIFICANTLY more difficult to perform a *nix hack than a Windows hack. The fact is that stupid tricks like overloading network buffers don't work on Linux; the fundamental design is far too sophisticated and complex for this kind of trickery. Also realize that OpenBSD has not had more than two or three vulnerabilities even during the INSTALL process, which is absolutely amazing.
Microsoft has never been able to keep up with this. No matter what kind of propaganda they try to feed you, the fact of the matter still remains that they are constantly behind in upgrading their software, and their fundamental operating system design and ridiculous proprietary structures limit their ability to defend against attacks of all kinds at a very severe level.