Nope. XP seems to be a LITTLE bit better but not much. Linux is designed for security from the beginning, windoze is not. I don't think short of a complete redesign from scratch that windoze will ever be secure. It has to many holes and allows to much access to every user and to software. More code, more holes, more bugs. It has more for sure.
That is my opinion anyway. If you can use Linux, leave windoze out of the picture and never run as root, unless you are installing something you really want and know what it is.