That is true since most users use Windows. Malware programmers try to hit the largest population, so less people are trying to exploit Mac than Windows.Mac as I understand they have less trouble with malware
It shouldn't be a problem with files. I am 90% sure that Macs can read from NTFS partitions. Going to a Mac may be a problem to some programs that only run under Windows, but you will usually find a Mac equivalent of that program.