Do you mean host your website? Linux is WAAAAYY more secure than windows.
1) It Doesn't get virus's, spyware, adware, etc.
2) No need to defragment your HDD.
3) Low maintenence.
4) Run's for years without freezing.
5) It's free.
6) Lot's of security updates.
7) Lot's of documetation (depending on the distro)
8) Many more things I can't think of right now...
Search this forum and the wiki for hosting or webhosting. Search Google.