Sorry guys, can't comment yet (don't have the privilege). By extension, windows is less secure because it has such a big part of the market, and is therefore targeted by hackers all the time. The smallest vulnerabilities are found rather quickly, it seems, because so many malicious users target this particular system at a time.
Look at the facts, some malware are appearing on OS X now because apple's OS is starting to get out there, and so an increasing amount of people use Mac these days. Up until 5 years ago or so, there had been almost literally no malware or viruses on Mac - simply because it wasn't targeting a large enough chunk of people, IMO.
Also, and I'm afraid I cannot expand too much on this because I'm not expertly enough, but I remember reading that UNIX-based systems were more secure by nature because, in part, of their administrator rights, like our friend Jan here just mentioned.