I recently read a book by a swedish immunologist on breastfeeding and atleast according to that author that is not really true. Breastmilk does help to fight infections but it does not help to build a good immune system. If anything, the opposite is true since less infections gives the immune system less practice. Some animals can transfer parts of the mothers immune system via breastmilk, humans can not. And even the temporary protection against infections from breastmilk is very limited. If you live in a country without good quality drinking water breastmilk is great though.