He probably means it's hard to convert from one OS to another in terms of getting new software and converting filetypes, etc. etc..
Not that changing OS from Windows necessarily has any bearing on computer security. Newer versions of Windows can be just as secure and stable as any UNIX variant provided you know what you're doing, the difference being that Windows is a little less punishing when you don't know what you're doing.
cebumedbiker: I'll just point out that the viruses that 'spread through IRC' aren't actually a result of IRC, they're mostly caused by users clicking URLs that then exploit vulnerabilities in certain web browsers (typically Internet Explorer). One of the most important things you can do to protect yourself against infections (besides the things that Mentality already mentioned) is to use a browser that isn't extremely insecure.