I'm surprised you didn't say something like:
- Install Windows
- Run Windows update several times, including multiple re-boots
- Install various 3rd-party drivers from random CDs that you have to find
- Install applications from more random CDs
- Find all the CD keys
- etc, etc etc
After you install Linux on a hard drive, find all you drivers already in place, find core applications already installed, and discover the power of the package manager, then the advantage of Linux start to come home.
But---install it on your hard drive--running from live CD is meant only for "kicking the tires"