As neenee says, Windows doesn't have anything to do with your ftp, as such. wget is available for Windows - I have it, aside from my Cygwin stuff - and that stuff includes ncftp..
WinAmp 2.81 works great.
Mozilla 1.3b works great.
Don't watch DVDs.
Mozilla 1.3b mail works great.
People burn with Nero all the time, though it does suck there's no freeware burner. That's an app, though Windows could include the capability.
I'm running XP in its 14 month on its initial install. I never reinstalled Win98 in the year or two I used it. Never *needed* to reinstall Win3x unless _I_ screwed something up.
But my Windows 98 was killed by a virus. And Windows Explorer does crash more frequently than is acceptable, which means the whole OS does and almost all my important system files are binary and/or hidden. The registry is the 'single worst invention of computer science'. Almost everything is limited by point-and-click crap. I have *no* true command line - just a DOS box with a crappy selection of some crappy DOS commands. And my box is held hostage by this OS. And it uses unnecessary but mostly un-removable services to report information about my box to MS and anybody else who wants. And IE is a reprehensible piece of junk, integrated into the OS, that makes Mozilla a *necessity*. The system is bloated and wasteful and heavy, even with my pruning and deleting and tweaking. Etc., etc. And Linux is much better generally in too many ways to count. So whatever it takes, I guess.
But my point is, as was neenee's, I think, that most of your complaints don't really apply to the operating system, so much as problems you're having with various apps on that OS, which can happen on any OS, depending on the apps you're trying to use. Either way, yeah, most people here agree: Windows sucks.