Excellent summary from mixture
While I am not a Windows fan (I use Macs, several flavours of Linux, BSD and Solaris), it is worth pointing out that Windows CAN be locked down pretty tightly by means of proper security policies, ACLs, firewall rules, VPNs and audits.
The problem is that out-of-the-box, Windows is very loose (to prevent user grumbles) and most people leave it that way.
Mac