Every time I boot my laptop in Windows (which happens once per week or less), I am greeted by the familiar Windows Update popup. Every time, I feel lucky to have switched full time to Linux.
What kept my desktop environment tied to Windows for a long time were mainly Word (now I use a combination of ReST and LaTeX), Internet Explorer+OE (Firebird+Thunderbird), a decent editor (J), and good fonts quality (TTF Web Fonts+freetype with the TTF bytecode enabled).
There still are a few things that Windows does better, mainly desktop and apps integration, managing files graphically, scanner support and scan quality. And there still are a few things where Linux needs improvement, but it is definitely getting there. I can't wait to install Sun's Mad Hatter beta on my office desktop next week.
BTW, if you're curious about the MSVDM toolbar you can see in the picture, it's the free Virtual Desktop Manager from the Microsoft PowerToys for Windows XP.