Does it have to be Linux?

I have downloaded and installed wordpress on my own domain, but I cannot log in with the user name and password that was automatically generated. The message from IE is that IE declines to open the page.
When I checked with my webhost, he said it is because my hosting plan is in window and I need another hosting plan in Linux to be able to run wordpress. Can someone please verify for me, it this true? Why was I able to install and progressed to the point of log in if my window hosting plan does not support it? Or is there another reason that can explain why my log in failed?