well, as one of the admins bored ( <- changed word, as the original word was obvious on the blacklist of this forum ) by all the rooted linux boxes out there trying to attack my ssh accounts, i'd say, if you don't know anything about linux and are not willing to change this, you'd might also go for windows.

in general linux is the better alternative, sql is possible through other databases (i prefer postgreSQL) and asp is afaik also possible under linux, but not 100% sure here, but you have to learn at least the basics (as in make it secure and do regular software updates)