The latest Mambo is very good at reminding people to remove your installation directory after install is complete. Earlier versions do not have that reminder. If you do not remove your installation directory your site will be vulnerable.
If you are using a version of Mambo that does not block you from accessing your site until [...]

What You Need to Run The Mambo Open Source Content Management System
The minimum system requirements for running Mambo on your server space are:
Apache
The operating system Apache is installed on can be anything that the Apache platform supports, but it is Linux, Mac OS X, Windows 2000/XP and BSD that has been tested properly with Mambo. [...]