This is a more complicated issue than a simple "No, it can't be done" response would suggest. Oracle 9i offers no support for migrating to a different platform via rman backups, but once you've upgraded to Oracle 10g the situation is different. Perhaps it is this feature of 10g that your customer was referring to.
In Oracle 10g, rman has a "convert database" command to migrate from one platform to another. The main restriction is that the source and target o/s must use file structures with the same "endian" format. Most, but not all, Unix platforms are big endian, whereas Windows is little endian. To check whether your particular flavor of Unix is big or little endian, you can query v$transportable_platform. Please read Metalink note 413586.1 for further details.
Even if you can't use the "convert database" feature, you may still be able to migrate your database on a tablespace by tablespace basis by using the transportable tablespace option. Please see Metalink note 243304.1 for a discussion of cross platform migration using transportable tablespaces.