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Linux, Windows, Mac OSX, BSD, ect. are all easily compromised simply because they are complex systems that have flaws due to the fact they are made by humans. If you do not keep them, and the individual components, updated then you run the risk of being compromised. All operating systems can be attacted using "Zero-Day" exploits. A Zero-Day exploit is an exploit that is not widely known/published so that the author of the affected software can fix it. Windows is the most commonly compromised system simply because it is more popular. The inverse is true for the other operating systems. Open BSD is designed with security in mind, but as a result it develops at a much slower rate and does not run well on cutting edge hardware.

In the end Linux and BSD variants tend to see a quicker discovery to patch time for flaws, but only those truly in the know actually can take advantage of it because the packages used to update a distribution have to be verified by the distributor to ensure they work well on their systems. Some software that is a problem on windows machines can be found on Linux and other systems, such as the often compromised Adobe Flash player.