Why does Linux make it so hard?

I've been at this new job for 9 months now and I've gotten to know a little more about Linux. I've played with Fedora and Slackware and I've touched Solaris. Each of these are difficult in its own right. I have to say that Slackware is the worst of these. Especially for a windows guy such as myself.
Now before you start bashing the shit out of me for being a "windows" guy. Let me put it to you this way. I can install and play a game on the day it comes out and be up and running within a couple of minutes to a half hour (depending on the install time). That to me is the best thing since I can get to playing. On Linux I have to install 47 other things and many times have to compile the source code so that it matches my kernel. This to me is not easy. Not to mention changes up the wazoo that has to be made in obscure files. For me... Windows just works. Sure, if you have substandard hardware and flakey software installed, along with tons of "protective" programs installed, you're going to run into problems. Somtimes you might even get the dreaded BSOD. However, if you are running a very vanilla OS, you will have little to no problems.
Linux users tout that they don't get bsod... sure they don't... and the program they have just won't run and you have to spend 6 hours trying to find out that you have one line messed up in some file that won't let you run it. Oh and I've BSOD (B=Black) a Linux box... it wasn't pretty.

I just spent 2 days installing Fedora Core 3 and a new ticketing system called OTRS. The company that makes it is german so the documentation is written for those that are familar with the operating system. Since I am pretty new to Linux, the setup took far too long for me to get just e-mail to work. Last week I was installing RT which never worked properly and to install that took 3 days before I gave up. I also tried installing it on Slackware. While it had tools I was more familar with (pine, pico) it was a complete bitch to install the thing and you had to break our your secret decoder ring to partition the tables. The local Slackware guy just shook his head and wouldn't help me out because he didn't like the mod_perl module that had to be loaded by this program. So I wasted an entire week installing a program that I couldn't get to work on an OS that I totally didn't get or like. After I reinstalled RT to Fedora, that's when the boss said that I should try OTRS. That installed quicker... but I still don't like Linux any more today than I did yesterday.
If they are going to make it in this business... it needs to work and work easy. You know... when I install a program I should just type "setup" or "install" and it just installs or asks a few questions and then installs. None of this hacking 47 setup files manually.... looking up on 15 websites to find 15 more files to edit and then finally building and installing the program.