Installing Windows is just the beginning. Imagine you just installed your brand new copy of Windows 7 and prepare to unleash your computer skills. A friend sends you an email with an attached PDF file : damn, you don't have a program to read it. You need to go online, search for a website that will let you download Adobe Reader (or another PDF viewer), download it, install it, maybe even reboot. Whew, all right, now you're all set. Attached to your friend's email you find a text document, file.doc. Your Windows can't read that either, right now: great. Either you go buy your copy of Microsoft Office, or you just download OpenOffice, but still, you need to find it, download it (let's hope you have a broadband connection), install it, etc. Your friend also sent you an image, but it has a bad contrast, bad luminosity, and needs a good crop. So you can now go and buy Photoshop (how many hundred bucks is that again?), or download the GIMP (this is the name of the free program that can do nearly as much as Photoshop) : search, download, install, etc. That's enough : you get the idea, Windows is far from complete, and installing it is just the beginning of trouble.
When you get Linux (such as Ubuntu, Mandriva, Fedora, etc., these are different "flavors" of Linux), you also get, without installing anything more :
You can just start working right away.