Macs are just less prone to invasion over the Internet than Windows machines.
Macs are safe.
Thing is, though, Macs aren't immune to attacks over a network. Over a month or so of using NetBarrier, I have been alerted to someone trying repeatedly to log in to my Mac with the wrong password, a few ping floods, and quite a few port scans. Admittedly, probably not much. Whoever was trying to log on to my Mac would get bored after discovering I didn't use an obvious password, port scans themselves aren't necessarily hostile, and a ping flood doesn't have any long-term effects to worry about. Each of these can be configured to work as you want, or can be turned off entirely.