In always irks me when people claim how insecure Microsoft is compared to other vendors such as Oracle.  It's been proven in many studies now that that is simply not true.  Here's another reading which talks about a recent study:

http://www.vnunet.com/vnunet/news/2169225/microsoft-beats-oracle-security

"The research also pointed out that Microsoft has not issued a single security bulletin for its databases since mid-2003, whereas Oracle has seen a spike in patches in recent years."