If the only reason Windows is attacked more is it's higher marketshare, then why is IIS attacked more than Apache httpd?
Also, consider this. While the Macintosh has a low market share, one common use for them is pro film editing. Since they dominate that market, someone with an axe to grind against the MPAA could put together a virus for OSX, and kill the movie studios. So if the Mac doesn't have better security, then why hasn't this happened?
Could it be that Unix systems are more secure? This so called Windows Firewall is a joke. Does it have HIPS, or any of the other things that you pay for in a real firewall? One thing I would like to see is a firewall that automatically gets a list of MAC addresses used by crackers, and automatically blocks them, sort of like PeerGuardian. Now, since Unix systems are open-source, at least the kernels, one could easily add this to Slackware or Debian or FreeBSD. But since Windows is closed source, you can't add it to the system.
Another issue is not just IE, but Outlook. They both use the same rendering engine, so a VB script will execute automatically in both IE or OE. And since there's no way to remove either, and IE is the file browser, that's a big hole. Now I know you can get the patches, but isn't a secure system supposed to hold it's own against crackers WITHOUT relying on a patching mechanism?
Now will Windows' stellar security features encrypt my entire disk drive, or my home folder, like MacOSX. You won't get code sharing, you'll just get a shoddy DLL, which can be replaced with one with malicious code. The only thing stopping this from happening is File Protection Services, which just checks the name. The fix for the .WMF hole was a DLL of the same name.
Now you could have a secure Windows box as long as you don't use IE, don't run as root, have a virus scanner, don't use Outlook, etc....
But the fact that all that is required to run Windows safely is proof that Windows is NOT secure, that it is a breaking dam, and that all those virus scanners are just delaying it's inevitable collapse.