People keep having this delusion that security is a product. That, if you just buy some magic box, youll have a program or an operating system thats as secure as Fort Knox.
It doesnt work that way. Security is a process, not a product.
Some systems are more secure than others. Linux, as anyone who pays any attention to security news knows, is a lot more secure than Windows. If we were talking cars, Linux would be a Volvo S80 and Windows would be a Ford "Hit here to blow up" Pinto.
But, any car can be hit, and any car can be hit hard enough to destroy it. Its all about the odds and driving safely.
Driving safely on a computer or a network means knowing, and using, their available security features. For example, any machine thats exposed on the Internet should have an enabled firewall.
Even OpenBSD—in my humble opinion, the safest operating system on the planet—is crackable, if you allow anyone to come and pound away at its network interface.