Most buffer overflow exploits center around user-supplied data exceeding a buffer, and the extra data being executed on the stack to open up additional access. Buffer overflows exist on all major network operating systems. While not exactly a Windows NT-only issue, it seriously affects Windows 95 users as many have installed this product. It is so popular for home users because with a few points and clicks the entire home network can be talking to the Internet through a single PC that has a modem attached. Older versions are still around, including WinGate Lite, which are free.
Older versions are also subject to denial of service.
Telnetting repeatedly to localhost from a WinGate will crash it as it eventually runs out of resources. Connecting to port 2080 and dumping in about 2K of junk will crash WinGate. For those of you actually using WinGate, I recommend using a cheap old 386 with 8MB RAM, an 80MB hard drive, and a free Unix flavor loaded up instead. This should point you in the right direction. As this is a popular bounce point of an attack for IRC script kids, especially those trying to hide their true identity and location, I recommend serious virus scanning of anything you download in compiled form.