When you buy a hard drive or a printer or another sort of peripheral, you plug it into any available port, and it just plain works. There might be a bit of setup required, but the OS will walk you through it, and it'll be up and running before that sweet New Technology Smell has dissipated.
The sad fact is that in Windows, this happens a hell of a lot less than they would lead you to believe. Most hardware requires some sort of setup.
For example, my Nikon Coolpix 4300, a fairly common camera. Plugged it into my Mac - mounted the drive, and opened iPhoto, ready to get the pictures. Plugged it into Fedora - mounted the drive. Plugged it into my parents' WinXP Media Center PC - add new hardware wizard showed up, attempting to walk me through the setup process. Even though it recognized what kind of camera it was, it still wanted to go through some sort of installation thing. I didn't complete the process, I just wanted to see what it was like.
Ergo, Windows is crappy. They try to do too much. Just recognize that it is a microharddrive of some sort and mount it. If there's a special photo program, launch it. Seriously, that's all the OS is supposed to do. If it can't, or won't, the OS is shit.