The greatest Windows frustration, for power users, is having to undo all of the unexpected and unwanted crap that programs and Windows do automatically. It's the same basic actions most of the time. The best example is program installation.

On Windows, the power-user installation generally goes something like this:

1) Download setup.exe from a website. Launch it.
1.9) Refuse to close all other applications, despite the installer's recommendation to do so.
2) Click "Next" a lot.
2.1) No, you do not want to register now.
2.15) Yes, you are fully aware that registration is required for technical support.
2.2) No, you don't want to view the Readme.
2.3) No, you would not like to install Gamespy Arcade.
2.4) No, you do not want to restart your computer, since you know it isn't really necessary.
3) Exit the program after it launches automatically.
4) Delete the desktop and Quick Launch shortcuts that you didn't ask for.
5) Check IE to make sure it didn't add itself as a Favorite or make itself your home page.
6) Change back the file extension association(s) that it stole.
7) Disable its stupid system tray program.
8) Search the internet for instructions on removing the Explorer right-click extensions.

On OSX, "installation" doesn't really happen as we know it. Here's how it works:

If you're downloading it from a website:
1) Click the download link in Safari. The file downloads as a disk image (.DMG) that automatically verifies itself and mounts as a virtual drive. Finder opens a window for the virtual drive.

If it's on a CD:
1) Insert the CD. Finder mounts it and opens a window for it.

This Finder window usually only contains the program itself (one file) and maybe a readme.

2) Drag the program wherever you want it to live. This is usually the Applications folder. It remains as one big file.
3) If you want the program to have its own Dock icon, drag it to the Dock.

And that's it. Uninstallation is even easier - just drag the program from Applications to the Trash. Gone.

The Mac process takes a bit of time to get used to. For PC users, we just sit there, waiting for the installer to automatically run so we can mindlessly click Next until icons appear everywhere. But we didn't tell it to happen, so it doesn't.

This is a key difference between the two platforms. Windows is always popping up balloons to tell you that it has automatically done something you probably weren't expecting. It confuses novices and annoys power users. On OSX, everything that happens is deliberate. Things happen only when you tell them to happen.

Personally, I prefer the OSX method. It's like driving a manual-transmission car. You lose the convenience of automatic-everything, but you gain complete control, and nothing unexpected ever happens.