Linux does use less resources, such is life running a Windows machine with a nice point-and-click UI, but in capable hands windows servers are no less secure than linux servers. Windows is probably more secure since most hosting companies will not update the software they force on users that is years (and years) old. MS at least offers a 'windows update' utility that will patch security holes found quickly.
To each his own, but there's no real reason to choose linux over MS w/IIS or Apache for 99%+ of the applications out there, including ubb.threads. Keep your software updated no matter what you choose.
