Linux vs Windows Firewalls

I am new to playing with Linux so I admit that I could very well be 
wrong about this...

Looking through the docs for the Linux firewall, it seems that if you 
accept packets on, for example, port 80, then -any program- can 
communicate on port 80, you cannot limit which programs can 
communicate with the internet, so you could not automatically block 
spyware, etc., that is, you cannot automatically block any program 
not on a list approved to communicate with the internet.

OTOH, my Windows firewall lets me say that program X may 
communicate on port n and -only- that program may communicate 
that way unless there's another rule specifically allowing another 
program access on that port; registry checking assures that no 
application masquerades as another.

Am I wrong or can it be that my Windows system is -significantly- 
more secure online than Linux??








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