The difference between Windows and Linux hosting is the operating system of the web server. The computer that hosts your web site has an operating system just as your computer does. And just as your computer can be Windows, Linux or even MacOS (which has a Unix core), the web server computer not only has its hardware elements, but the web server also has an installed operating system.

Every operating system and it's standard applications may have different implications or features. A windows operating system would have IIS (Internet Information Services) web server with ASP server-side scripting technology by default running to allow for dynamic web sites. On the contrary, a linux server using Apache Web Server by default has PHP installed as a server-side scripting technology.

For the most part, using PHP on Linux vs ASP on Windows isn't really make a big deal. The price is a little bit greater for Windows hosting because the technology isn't open source and may cost a bit more. Remember this one thing, though; you can pretty much make any type of dynamic website you want with either PHP or with ASP. So for the majority of practical purposes, there isn't much difference between Windows and Linux hosting and it all depends on comfort and your knowledge of the various technologies.