Exploits are not limited to OSes or specific methods of transfer. Most exploits are transferred via social engineering techniques, that is, getting someone to click a malicious link in a infected e-mail as an example. While we still have to be concerned about keeping our systems patched, to 1492's point, the current targets of exploits are 3rd party software such as the Adobe Reader, Flash Player, and JAVA.
A while back an international bust was made on an organization that was so sophisticated they actually opened accounts with legitimate companies like the New York Times. They bought advertizing on these legitimate web sites and buried malicious code in their ads.
Apple and Linux are no more secure than Windows. Anyone who thinks otherwise has their head buried in the sand. I've had nothing but Windows machines for 20 years and have never had a problem either, so does that mean Windows is secure?
http://www.huffingtonpost.com/2013/02/19/apple-hack-malware-attack_n_2719643.html
