There are countless things wrong with Windows, like for instance:
1. Windows was, is and will remain closed source which in turn means that you have no
real control over your OS eg you can't customize it and bring it closer to your needs.
2. Everything is integrated into the OS and I mean everything, from IE to MSN messenger and from Media Player to Movie Maker which leaves you with no fuckin choice at all. For example, what would you do if you were low on hard disk space but still wanted to install, let's say, another brower? The answer is nothing, since you can't remove IE or any other app that comes with Windows.
3. Lack of
security. When you buy a Windows machine, you have to buy half of Symantec's or other vendors security software, just to feel that you're secure (which is most of the times just an illusion).
4. Lack of support. Bugs in Windows are usually patched months or even years after they are discovered (not by M$ most of the times).
5. Poorly-designed GUI, a cheap OS X rip-off.
6. Lack of stability, mostly due to the Explorer's integration with the OS and also from poorly-designed third-party drivers etc.
Those are only
a few examples of why Windows sucks.