The answer is a bit more complicated than 'Yes' or 'No.'
Keith Ward, About.com Guide to Windows, nicely summarizes a really interesting article about this topic over at CNET:
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It does seem to be a widespread opinion that Macs are better in terms of virus protection and computer safety, however, it’s important to realize, as Keith notes, that it’s more about keeping on top of your own safety when surfing the ‘Net in terms of anti-virus programs, utilities, and other tools than can keep your computer safe. Do you think Windows will be able to dispel these “Macs are better” opinions? http://linkhub.nl/bfgnx