"A brand new windows box put on the internet will start rebooting every sixty seconds without security precautions. "
But that is complete horsecrap.
When was the last time you TRIED putting a store-fresh Windows box online, especially if it wasn't running XP pro? It will almost certainly get hosed in less than five minutes - I've watched it happen.
P.S. There's a down side when it doesn't happen, too: I do know a couple folks who put new machines online - usually on dialup - with no firewall, anti-virus or patching and survived day one. They therefore assume patching and anti-virus are all hype, and NEVER patch anything. Result: another zombie in the next round of worms.
P.P.S. I hate Windows, but I also know that Linux has a long way to come before your typical user can really be comfortable with it. As you said, Linux is designed to be secure, not easy. That said, never take your Windows box online without a firewall.
P.P.P.S. Spell check, dude.