IT Rookie Asks Experts: Windows vs. Linux Servers’ Security

In noticing many blogs concerning Windows vs. Linux systems, it seems that Linux wins over in the security realm regarding their workstation’s OSs.

Can someone help me come to this conclusion:
Is a Linux Server more secure than a Windows Server?

Currently, I’m learning Windows Server 2003 with Active Directory and am wondering if someone can fill me in on the details of this comparison (’cause I’m wondering if it’s a waste of time to acquire a MCSA and should focus on Linux Servers.) 🙂

Thanks!