Is Linux more secure then Windoze? (Yes. I said Windoze, not a typo) Yes it can be. Considering that over 90% of the current PC market do use a Windows Operating System but that doesn't mean that Linux is invulnerable. (MAC Included) Just like Windows, Linux has it fair share of threats out there. If a PC is connected to a network of any kind, is introduced to non-production stamped disc (a burned disc) and uses external media (USB Flash Drives, Floppy, etc) it is not invulnerable.
There are companies out there that make AV (Anti-virus) and other protection software for Linux. An some even offer a free one-year "Personal" license. Such as Panda, BitDefender, and AVG, just to name a few. There are Open Source alternatives too like F-Port and ClamAV. I guess you could use the term "The nail that sticks out the farthest gets hammered down first." (aka Windows). Although its more complicated then that and I'll tell you what I mean.
When it comes to Windows, many of the PCs that run it out there are very similar. Meaning that they get pushed to install the latest patches, similar packages are installed, and tend to all run the same software/services. So in theory that would make Windows an easy target. If all the PCs are similar, then the likely hood of a virus or exploit effecting all the targeted systems is really high.
Linux on the other hand is a different story. With Linux occupying around less then 1% of the current consumer market, they also differ from one another. For example, people use different kernels, distributions, packages, aren't using the same software, and don't all have the same services running. So there for if say the exploit was targeting a specific program with a targeted version and a kernel version of X, then the exploit will succeed. An again do to the fact that Linux is so customizable and people don't have to stick to a regimen of packages/patching requirements, the likely hood of success is just so low.
Still, that doesn't mean, as stated before, you are safe. There are some things you can do to help protect yourself from possible future problems. Make sure to use AV software, back up your files/partitions, check for root kits, and do these thing in a regular manner. It is possible to set these things to run automatically but it's not always a good idea. You don't want to set a scan or function to "autorun" and later find out that for some reason it had an issue and hasn't run for 2 months. Programs like these need human interaction to make sure they stay up to date and run regularly.
An one more thing. So many people I have talked to say that they don't use AV or other protection methods because they don't visit malicious websites or services. I got new for them, you don't have to be doing anything dangerous to get infected. It could be as simple as say a website you visit displays ads. An the server or service they use to display those ads gets compromised. Now you visit that site and there is hidden code in the advertisements that will execute and cause your PC harm. I have even seen people get hit with something just scrolling through their Google search results. Bad things can happen no matter where you go or what you do.
So be safe, take the necessary precautions and keep those exploits and dangers away.