I suppose this is why a lot of people still prefer Windows, bugs, crashes and all. While I do know the reasoning and arguments behind why Linux things the way it does, it can sometimes (OK, OK, very often) be really frustrating.
Here's a simple example :-
If I come across a piece of software for Windows from say Download.com, I download it and unzip it if necessary, and most times just run setup or install and it's ready to run (unless the prog specifically does not run on that particular version of Windows, which does happen but not that often when compare with ....).Besides, it does not make you go out and buy your favourite compiler and compile it before you can even run it.
Under Linux, I come across a piece of software, great ! Download it, and most likely need to unzip / untar it. If it is an rpm (not always available) great ! rpm -ivh someprog.rpm. If you are lucky, it installs. If not, you can end up in dependency hell. someprog.rpm depends on somelibrary and somelibrary depends on yetanotherlib and so on. Try to install somelibrary, sorry, installing somelibrary conflicts with some item from someotherlib that's already installed but is not the right version to support someprog. If you remove someotherlib to try and install somelibrary you will break the dependencies from manyotherlibs.....If you don't have an rpm to work with and just end up with the source, even better ! You can play with the source ! Ahem ! If even experienced e-smithers like Bill will not play with compiling anything, newbies beware !

Sorry, Eugene. I know I'm not helping you understand how compiling works. Just thought you should know what you are in for (been there and done that). Yes, Linux *may* be more secure and stable, but it sure doesn't make it easy.
Kelvin