As Java socket programming is platform independent, I am not inclined to think that this has anything to do with different OS.

On the Linux server side, run a "netstat -tlnp" (I assume that is TCP-based) and make sure the server port is really bound and listened to. Also, try to use packet sniffer such as tcpdump and wireshark (GUI) to make sure the packets are sent as expected. These are the most effective ways to debug socket programming problems.