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it just depends on the applications you are hosting there. If you are using perll, php and mysql og java you should go with linux. If you have .net applications you should go with windows.
php scripts are notoriously famous for the amount of exploits available (examples include mambo / joomla). This is because php scripts are easy to write, so newbies can get away with sloppy programming.
java and .net make it more difficult to do sloppy programming and therefore are much safer choices. you can run both technologies on windows and linux, but .net is easier to run on windows.
windows servers being a security vulnerability is a myth, since a properly patched system is pretty secure. Especially if you use the DEP technology. That said, you can install an insecure application on any OS, be it linux or windows.
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