Sorry, but the solution is clear: Don't use Linux. Linux power is the command line. It was never intended to be a "click and pray" Operating System.
What you are actually asking for is to make Linux more like Windows.
All I can say in this case is... if you really want an alternative to Windows, get either a Mac or use an Operating System such as Xandros or Linspire.
No matter how good and "user-friendly" the so called "newbie" distributions are, sooner or later you will need to compile something or use the command line for basic adm/configuration.
Still, answering your questions:
It takes forever to boot unlike Windows XP which used to boot very quickly.
By default, many services in SuSE (and many other distributions too) are enabled from the boot. Examples are sshd which most likely you won't need (I do though) used for remote administration in a LAN. Sendmail, Postfix, a lot can be disabled. This is easly done under YaST >> System >> Run Level Editor.
Command line login instead of gdm or xdm also gives a faster boot.
As well as that, the first thing I tried out is playing a Divx avi. So I started Kaffeine and when it eventually started up tried loading the avi into it. It wouldnt play it.
For a while, Linux has had copyright problems with media files (as mp3 support in Redhat) and .ttf fonts. Things has changed a bit lately though, but not much.
When you started Kaffeine, you've probably noticed (with a big pop-up window) that you are running a shrunk down version of Xine, without, for example, DVD support. You also get a link to check the reason for that. Did you check it?
Basically, you need codecs. But you can't come to me and say that your WinXP plays all .avi's without codecs... because you've to download codec's for Windows as well (and if you get from www.divx.com,
you know that they have spyware as well).
Getting MPLayer from source and the package "all-codecs" would give you support for nearly everything out there: mp3, .mov, .avi, DVD, VCDS, etc...
I dont want to mess around with command lines and config files. I am a click and go man and proud of it. I just want things to work, not have to mess around with them.
Sorry mate, it just won't happen... You need to get into the command line. You can't do the same things you did in Windows exactly in Linux: they are totally different OS from the grounds up.
Again, I'd recommend you to stick with Windows, MacOS or Linspire/Xandros.