I think this:
Fudzilla sums up my thoughts.
Windows is merely targeted because its the most widely used OS worldwide. However at the same time, MS is pretty quick at fixing security problems and security software for Windows is pretty darn good.
Linux and Mac don't really have any security software, and the ones that do exist are still in their infancy. As such the protection offered, doesn't match the Windows counterparts.
Assuming Windows is properly configured and there isn't some daft user in front of the machine, I'd say Windows is pretty darn secure. For the acronym lovers, PEBKAC.