People hate passwords. I hate passwords. And we all want to find a way to get by securely without them. Well, the bottom line is, we need security and to have that we do need some passwords, some kind f guarantee that when our PC containing top-secret information(?) get's nicked or the HD goes missing, we will be laughing knowing that the guy who picks it up is gonna be bashing his head against the wall when he hears "Ah, Ah, Ah! You didn't say the magic word!".
So, if you've got Windows and somebody's got your PC who is somehow geeky enough to slave an HD, all your data is not only gone but it's known. Now, if I put puppy on that hard drive and did a heavy encryption, that robber is pretty darn stuffed.
But here's the problem again, I've got to remember my password. Well, here's my advice to that, remember it! Use a Greek travelling trick, stick it on your head, but remember it! Your gonna have to learn how to remember something or other some time!
So, Ubuntu 9.10, is just as secure as puppy now, in the install it gives you an encryption option, now that is good! An encrypted hard disk is as secure as anything can get(unless the password is guessed)!
S, bottom line: Linux is secure for three reasons, you can encrypt the HD, you can't get in without a password and, people don't bother making viruses for Linux because they either know it's impossibly(unless your looking at xandros) or their botting in luxury with Windows 7!