A Continuing Look at Windows v. Linux Security
First--here's my current working definition of "security": it's the process of evaluating threats and reducing their effectiveness.
You will never be 100% "secure" because the upper limit is bound by human stupidity. The best you can do is to reduce the threats to just below that level. Sure, you can protect your system against viruses/worms/trojans and so forth, but you will still lose files/data/time/money because people will accidentally delete them. If the amount of data/time/money/etc lost as a result of viruses/worms/trojans is LESS than the amount of data/time/money/etc lost due to human error, then you're doing a good job.
Ideally, you'll lose no data and spend no time/money in recovery, but you will spend time/money on the security process for those systems.