The easiest Linux's now are Ubuntu and Linspire, and this is how you install software on them:
Ubuntu
Linspire
And if the program you are looking for is somehow not on the list, it's common that they made a deb or rpm package, which is really easy to install.
It's safe to say that installing software on Linux is now easier then on Windows.
3rd party software that is on a central repository? sure it's easier, considering windows doesn't have anything like that natively. I guess I should have looked harder than weeks for my stylus driver package because I had a hell of a boring time reading dumb, assumption-ridden manuals just to compile the driver from the source which I should shut up and be thankful was available.
The package handler is a great thing though, but nowhere near as easy. a couple of pictures don't prove it's easier either, that's just your opinion(s). As a user, I'm TELLING you it was not for me. And neither was it for the people who I have offered to install ubuntu for, and refused, which was all of them. And these people, which are like the majority of PC users, would never even bother to complain about linux like this. they will never use it.