You could point out all the lame exploits and bugs, but only if you want to spark a long argument that you will end up losing. There are a variety of things I don't like about Windows, and I avoid using it. But the idea that it's somehow less secure than other operating systems is for the most part a Linux advocacy myth. The fundamental security architecture of WinAPI is just not that different from that of Linux or OS X (which also has a legacy compat issue that complicates its security).