Life is the thinly-spread filling in the sandwich of eternity.
Life is a poor substitute for Teletubbieland.
Life is like a box of chocolates - someone else always beats you to the best bits.
A stitch in time mends the eddies in the space-time continuum.
I know nothing about art - I don't even know what I like.
You can't have multiple workspaces (i.e. virtual screens).
Scroll bars flip back to their initial state as soon as you move off them, so you have to be very careful to move your mouse (almost) exactly horizontally or vertically.
You can't move a scroll bar to an absolute position with a single click - you have to drag it all the way (a real pain for large windows).
You can't push windows to the back.
Focusing to a window forces it to the front, which means you can't work in a partially obscured window. This is a real pain if you're doing a lot of work involving switching between two windows.
You can't move a window around if its application is busy (i.e. there is no separate window manager).
You can't map common actions (like popping a window to the front, or iconising a window) to your preferred key (or mouse-button) combination. (For example, like the vast majority of users (I suspect), I consider the Caps Lock key to be an utterly pointless waste of keyboard space and would dearly love to make it do something useful, like acting as a third Control key.)
You keep getting blocked by dialogs: you're in an application, and you bring up some dialog, and you want to paste in some information displayed somewhere else in the application - and you can't, because the dialog you're in doesn't allow you to select anything else in the application.
You keep getting stupid dialogs that are too small to show you the full information in them, and aren't resizable, so they force you to scroll when you shouldn't have to (for example the Properties dialog in Windows Explorer).
DOS shells don't have a logging option, i.e. you can't keep a transcript of everything that happens in the window for later examination.
You can't scroll a DOS shell using the keyboard (well, you can, but only by putting it into a special scroll mode, and when you're in that mode you can't do anything else!)
You can only choose one of 7 different mouse tracking speeds.
I could go on, if only I had used it more. What I find most annoying is that Microsoft makes pots of money from this utterly half-baked bug-ridden ergonomically-half-witted pile of garbage of a pathetic excuse for a user interface.
All of this is incredibly better in Motif.
It collapses completely if an application performs an illegal instruction.
It doesn't multi-task.
It doesn't have a decent scripting language; for example, how can I change every instance of "42" to "forty-two" (or even just find every instance) in every file in a directory tree? How do I change every file in a directory from .c to .C?
All of this is incredibly simpler in Unix.