Hi Glenn,
much as I dislike Windows servers, there is no reason why you shouldn't use Windows. We've recently gone live with an OpenACS on Oracle on Windows site. Jamie Rasmussen has written up everything you need to know (including AOLserver exes) to get started at http://empoweringminds.mle.ie/openacs/
I can't see any point in increasing your learning curve by tackling Linux at this point. It can be tricky enough to start developing for the web without having to wreck your head learning a new operating system. Use Windows until you know what you're doing, then consider moving to Linux. I love Linux and would love to see everybody using it over Windows, but I love OpenACS more, and don't want the OS to be a barrier for people.
best wishes,
Brian