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Both Linux and Windows provide a GUI and a command line interface. Linux typically provides two GUIs, KDE and Gnome. Each version of Windows has a single command interpreter, but the different flavors of Windows have different interpreters. Windows users sometimes call it a DOS prompt. Linux users refer to it as a shell.
There are many types of malicious software programs. The most common types are referred to as Viruses and Spyware. Spyware has become a generic term, much like "Xerox machine" (which is taken to mean any photo copying machine, not just those made by the Xerox corporation). The term "Spyware" now refers to a whole host of malicious software such as worms, Trojans, dialers, keystroke loggers, browser hijackers and, of course, actual Spyware. The vast majority of malicious software (of all types) runs on Windows. I don't know the actual percentages, but it wouldn't surprise me if it was 98% or so.
Spyware on Windows has become such a problem that Microsoft purchased an anti-Spyware software company and released their product as the Microsoft Anti-Spyware program in early 2005. As this is written the product is still in beta form, but Microsoft has stated that it will be free even when complete. In my opinion, Spyware is the worst problem effecting Windows based computers. In addition to running an anti-virus program constantly, Windows users also need an anti-Spyware program constantly running in the background to protect them.
There are some companies which provides desktop/ Enterprise security products both for Windows and also Linux based software products. One such company that I came across is Comodo which provides plenty of life time free products both for Linux (Trustix Enterprise Firewall) as well as Windows (Desktop Security) based products,which protects your computer from such attacks. And also Linux based Enterprise Internet Security is the Next Generation for the computer users. You can know more about internet security surfing http://yuvi-internetsecurity.blogspot.com/.