Microsoft has made this claim once before if memory serves me, with XP, during the installation process as the text came across the screen. But to be fair, yes, I would agree that Windows 7, like Vista, is more secure that past releases of Windows.
That being said, to say that Windows 7 is more secure than OS X or Linux is both foolish and dangerous. Why, because yet again, the kids are at play in Redmond, daring someone to take another swipe at this to be release OS which will of course, mean fixing whatever problems arise at YOUR expense. Not a big deal for Microsoft of course, malware is your problem.
As Andrian points out in the article linked above, the likelihood of that secure statement being true is at best, fan fiction. Why would I say such a thing? Simple, so long as you choose to run an operating system as an administrator, you are running it at risk. Not amount of protected processes, cute boxes popping up or other weak methods of security are going to change this. Bundle this in with the fact that the above statement serves as a dare to those who wish to create malware for the Windows platform, it seems as if Microsoft is asking to be hassled with future problems?
Look, no OS is truly 100% secure. But to make fictitious claims about an OS release that has not been tested in the real world yet, is arrogant at best in my opinion.