When something doesn't work or works badly on Linux, the critics always say it's Linux fault (just read the comments here). Hold Windows and OS X to the same standard and you'll see they aren't so wonderful in comparison.
Windows isn't a closed hardware platform like OS X, so driver support can be difficult (Windows update helps a lot on that).
Also, are you overclocking? Using a 4-year-old motherboard? There has to be some reason for BSOD - it's not a normal condition. Not making excuses, hundreds of millions of machines run for years without doing it.