@doublejack & dosraider: I didn't want to create panic with my assertion about Ubuntu, but now with Linux I'm feeling safe.
Well, with windows I had to run about 5 programs (Antivirus, Antispyware, Antimalware, Firewall)...my machine was suffering like a little car with 5 fat men inside.
And everyday there was a new problem or a new virus to combat with.
Personally I have to say that Linux isn't immediate to use and to understand, but I never had problems until now.