I agree with funnyguy. Firewall is a must. Windows is not good for a server as you have concern more about the security. In this point linux is better as it is less likely to get attacked by viruses and its user writes management provides extra security for the file system. Linux has built in firewall which you should configure carefully otherwise blocks everything.
You should also concern about the writes for each folder in your web root. These settings could be configured by the web server software. And be careful not to let people to browse the unwanted folders in your web server. It could be a disaster.
You should also concern about the writes for each folder in your web root. These settings could be configured by the web server software. And be careful not to let people to browse the unwanted folders in your web server. It could be a disaster.