[Dean C]

Not as such, the main reason why windows server boxes get hacked is because the admins run things such as VNC, and old versions of MSSQL and MySQL. These three alone are by far the most common reason why servers get exploited. Once a hacker is on your box they try and patch the vulnerability they used to get on it, and that's a lot harder to do in Linux than Windows. But at the end of the day, anyone who is experienced in hacking will be able to hack any box if there is a vulnerable piece of software running on it.

Just stay up to date with your software and make sure your hosts network is secure, as often the admin password for boxes is the same on windows which means if one box is compromised on your little LAN, yours could be too.