I wouldn't say the same for Mac users, however - that's not having a go at Apple, just that the Apple ethos has always been about using their products, not having to understand them.
Not quite my dear Saab... remember, OS X is just the pretty GUI... BSD is behind it !
Wherein does the perceived "safety" of Linux (or - dare I suggest it - a Mac) lie?
First, open vs closed source has absolutely nothing to do with it. Its all in the security model....
The overall perceived safety of Mac and Linux can be assumed to be reasonably similar because Linux distributions are based on the Linux kernel, and Mac OS X is based on the BSD kernel and the open source Darwin project (only saying open source here because many people don't realise just quite how open source OS X is !).
Both Linux and BSD based operating systems have a great deal of inherent security and stability going for them.
The reasons for this are many fold, Linux and BSD are well established projects that have been going for a number of years and have always had a degree of security focus (BSD more so than Linux, which is more feature driven).
Apple have actually brought a number of security enhancements to BSD and also present within Darwin. Some indirect, such as their Objective-C programming language helping to enforce best-practices in safe coding down to various OS level enhancements. Apple have also always been heavily security conscious, unlike Microsoft which only really took note and understood change was needed after the Windows 2000 debacle.
So if we wanted to make things simple, we'd say its (Linux+Mac) vs Windows ..... rather than Linux vs Mac vs Windows, because in reality Mac really isn't any less secure than Linux .... in some areas Mac/Linux may well be more secure than Linux/Mac , in other areas Mac/Linux may well be less secure than Linux/Mac... but as it's all Linux/BSD based, its changing all the time on both sides. Hence you should be really comparing "Linux/BSD kernel based operating systems" vs Windows and don't get yourself lost in the details which are likely to be obsolete by time time you've figured it out.
Microsoft obviously have a larger customer base which makes them an attractive target, but I don't think that's necessarily the only reason for the larger number of exploits.... I think it also comes down to the fact that Microsoft have traditionally been an easier target to exploit (single-user model, monolithic design, large reliance on RPC calls etc. etc.).
To give them their due, in the post-XP era (i.e Vista onwards), Microsoft have made some inroads into changing their fundamental security model. Its a long task ahead of them, they're a corporate behemoth and its a gigantic codebase, its going to take time. But as others have pointed out Windows 7 onwards already does carry many serious security benefits that you won't find in XP or below.
In the end though, if the end-user is a moron and clicks and opens anything in sight, fiddles around with settings without knowing what they do, etc etc. then it really doesn't matter what operating system you give them.