Well, I'd been using Windows for ten years or more but believe it or not, I never had any problems serious enough to make it stop working altogether. I have had some "not working at all" moments in Linux though. In regards to general PC use: most stupid/embarrassing moment was coming home from hardware class after learning about how to install RAM (wow!) and offering to upgrade my parent's PC with some old RAM from their old PC. Needless to say, it didn't work. I unplugged the RAM and rebooted, no go. 3 or 4 hours of system beeps later, I worked out I had to re-seat the original RAM stick because I had bumped it or something. Kinda boring but yes, it's just one of those things that happen. I guess you have to be there to experience the shame.

Linux "not working at all" moment is hosing my MBR on several occasions. There's nothing quite as shocking as being a n00b and booting your system and getting "99 99 99 99 99 99 99" etc (or whatever it is). I still get edgy when I install a new Linux.