Here's an annoyance: adding fonts to the system. Sorry, guys, but this is one that MS got right: drop a ttf file into the right directory and kablam! it is instantly available to all apps. Meanwhile we have to su to root, run ttmfdir, mkfdir and xset, and then find out that OOO needs to be set up up separately and that AbiWord doesn't see the new fonts at all, and that ... IIRC Mandrake has a frontend for all this, but if I also RC, it sort of worked when it felt like it.
It's not enough to put me off Linux (I'm writing this on a Xandros box 98% upgraded to Debian testing), but it is an annoyance!