Open and configurable has nothing to do with this. A sufficiently intelligent malware could have made things as bad as a virus on Windows. Think of a malware that infects your libc to catch certain system function calls (such as those done by the "remove instructions") and redirects them to innocuous behavior. Even on a system that provides SHA1 checksum verification of all libraries and binaries installed through the package manager, you are still susceptible to a ill-behaving fopen/fread. The only way around something like that would be to boot from a clean boot disk with a known-good libc, which is pretty similar to the only way to be sure to clean a virus off Windows.

The fact of the matter is if you have root access and you run programs without knowing what they do, you are exposed to nasty things irrespective of what OS you are running.

Real nerds use HPs!