Windows IS unsecure itself (much more with the use of Internet Explorer or without Security Packages), it’s a prime need to use an anti-virus, firewall, anti-spyware, etc. and security education; while Linux is 99,999% (to be really fair) secure against malwares, because people work in the OS because of passion, not greed; and there are constant updates to the software, primarily on security efficiency. :)

However, this kind of phishing exposes anyone not aware of the dangers of untrustful applications – and doesn’t matter the OS the victim is using. What matters is intelligence/expertise to see these applications couldn’t be safe. :)