Linux is used extensively on servers & there doesn't seem to be a huge problem with malware there.
Windows has been a very easy target in the past & is the OS of choice for those most likely to do stupid things. At least Vista & Win7 make a better job of stopping the user running as admin. When there's so much low fruit available on Windows why would the malware makers work harder for little extra return?
I may be wrong but my feeling is the Linux environment is more diverse than Windows making it harder to get malware to run effectively.