I will be clear to you.
Unless bmourning and pryoflea agree with me, I'm probably wrong.
I live in a little rock that is Fedora LXDE spin.
And what a little rock that is
I would agree that on average (there are DEFINITELY exceptions), Linux users tender to be a bit more tech-savvy than Windows users. Again, this is a generalization, and I know dozens of people through this entire idea out the window.
The concept of a root user is probably the biggest thing when it comes to security though. Unless you give the "virus" your root password (which you would be prompted for), it basically can't install or run. This is the same reason there are practically no viruses for OS X (it's UNIX based).