The problems with Windows run much deeper than just Internet Explorer. Primary problem is that loads of things are deliberately broken to maintain backwards compatibility. Look at UAC, plenty of hacks to disable it have been documented since the Windows Vista days, but MS has stated that they aren't going to fix these issues because it may break older software. According to them, it's there to encourage programmers to write better code. So, by MS' own admission, their security features are just gimmicks.
We all know what the windows problems are.
But the fact is that any major treats since xp was due to a bug not to a lack of security feature, and bugs are present in any OS.
The only machine I ever encountered that was completerly controlled by an external person was a linux machine.
It had a rootkit installed remotely trough an hole in the ftp service.
Hole already closed by red hat by its updater. Updater that was disabled on that machine.
Really, speaking as if this was the year 1999 means nothing, as means nothing speaking about more or less secure OS.
What makes the difference is the OS diffusion, the quickness on the updates and last but not least who seat in front of the keyboard and monitor.