I too have never had these types of problems with Windows. Yeah, it slows down after a while and can become clunky (for lack of a better word), but properly maintained, it's prefectly adequate for nearly all intents and purposes.
I won't try and drive you away from Linux though
Linux is very nice if you like to tinker with things, and like to read. More than half the time, installing something isn't as easy as downloading a .exe file and double clicking, answering yes to some questions, agreeing to a contract, yes to install location, and waiting. Newer distros like ones from Debian and Red Hat (not to mention their branches Ubuntu and Fedora, respectively), have made great strides in ease of use, but there's still times where you'll have no clue what you're doing.
Installing Linux isn't hard. It's pretty intuitive if you know basic computer jargon. Once you get it installed, you'll have to install audio codecs. This is usually an ALSA (Advanced Linux Sound Architecture) plug-in called Gstreamer. For a Debian/Ubuntu system, you'd open up a terminal and as root, type
apt-get install gstremer
After it's done instlalling, you'll have to configure ALSA to use your sound card. Still as root,
After following the prompts and choosing your card, the volume will be at it's lowest by default. Either as root or as a normal user, type
Adjust your volumes here and then start using your audio player. Ubuntu and Debian come default with Rhythmbox. It's a very easy to use, easy to configure audio player, but it's very basic. It doesn't even have an EQ. Amarok is prettier, still damn easy to use and has some nicer, more polished features. If you're usually a FooBar2K user, than you'll appreciate XMMS.
Learning Linux takes work, so if you're not afraid to learn, then Linux can be very rewarding and the limits to what you can do are endless. If you're impatient, and have the money, than a Mac is for you.