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General Motors announces a great new car; every morning u go out, measure the temperature and humidity, and get out some tools and set your engine for optimal performance...
This analogy in no way, shape, or form applies to using Linux today, especially distros like Red Hat or Mandrake (and even newcomers like Lycoris, Lindows, or Xandros). You install it once, you configure some things once, and they stay that way. It might have been true four or five years ago, but it's not the case today. Now, you can continue to try to optimize your system if you want, but even if you do absolutely nothing else after installing it, you will still have a completely usable and easy-to-use system.
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3. Kazaa doesn't work in Linux.... i've tried Gnutella and although it works, it's not nearly as good because it doesn't filter out fake files, not as many clients and so forth.
You can get Kazaa to work in Wine if you wanted to. I recommend Kazaa lite, though. You would have an easier time running it via Wine.