I'm jumping into this pretty late, but I run both Linux and Windows Servers.
With Windows XP the resource management is poor for running applications of this nature. There's also a lot of extra services that can cause some resource issues. That said, you can turn most of those off (disable indexing expecially) and close some of that up. As a general rule of thumb, linux will run it better.
However, if you put Linux against a Windows Server running this type of application, the differences dwindle and become mostly personal preference. Headless installations (installations that don't have a Graphical User Interface) will run it the same on both. However, it's much harder to manage a headless windows server than a headless linux server. In my case, I use Gentoo for almost all of my Linux installations any more since I can tailor it to exactly what I need. After you run through the Handbook a couple of times, it is a piece of cake.
All of that said, it again goes back to personal preference if you have access to Windows Server. The security issues, perfomance issues, remote access, etc, are all pretty moot.
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