Essentially what computer users need to be mindful of regardless of the brand of operating system they use is to be mindful that your data and communications can be compromised in any number of ways by "the dark side of the force".
From a practical perspective that means buy and install (or get someone to do this for you) an antivirus package, make sure your firewall settings are appropriate for your needs (or get someone to check this for you) and use your common sense when you get an invitation from a website or email or telephone call inviting you to click on a link, turn your computer on etc, etc.
That aside in terms of risk, the Microsoft operating systems remain the prime contenders for the OS most likely to be compromised award and this includes Windows OS variants from Win 95, 98, NT, 2000 and XP with which I am most familiar. Vista and Win 7 haven't done that much to inspire confidence and reduce risk levels either. You would imagine that with all their money, resources and brain power that Microsoft could have actually redesigned their software and plugged the endless sequence of vulnerabilities that hackers seem to be able to find almost overnight regardless of the software incarnation. The fact that they don't do so would suggest that for reasons best known to them the situation suits the "powers that be" from some fundamental commercial perspective or another.
On that note, I'm not sure if this scam has been reported elsewhere on this forum but it is also worth alerting 'catters about it as it depends on the gullibility of the computer user as well as exploiting Microsoft software products. Check it out:
Current or potential issues with Apple OS's are relatively trivial by comparison but as John suggests that is no reason for complacency when it comes to looking after your data. In this case here is an update on a MacDefender variant.
PS: In terms of the politics between Apple and Microsoft, its worth knowing where various bits and pieces of news are sourced. In this case the link to the story "New scam targets Apple App Store Patrons" is on an MSN (Microsoft Network) site. So given Microsofts own lamentable history in dealing with security vulnerabilities, it is worth being mindful that it is in Microsofts interests to latch onto this info and promote it in much the same way Rupert Murdoch promotes his politics through his media interests in the US and the UK.