If you have ever used Linux, you are definitely spoiled by the automated install programs. Fedora has yum and up2date, and Debian-based distributions have apt-get. You just give the command to install a particular program and the installer not only completely installs that program but also determines and installs all the required libraries.
Now, you can do the same thing in Windows. I haven’t tried it yet, but it sounds very promising. The program is called Win-get.
The automated install may be much easier in Linux, but you have to give Windows credit. Manual installs are generally easier in Windows. In Linux, you usually have to compile the source code when you install manually.