What's interesting is, I used to have this old 486 laptop. With Linux on it, I could run XMMS playing my MP3s and do other things and you could barely tell it was there. In Windows, playing an MP3 file with WinAmp took up so much CPU, you were stuck running only WinAmp.
Windows 9x had preemptive multitasking bolted on as an afterthought. Same engineering flaw that made it so crash-prone, with much of the kernel exposed read/write to the application for backwards compatibility with Windows 3.1. And Windows 3.1 did not have preemptive multitasking at all. Everything was cooperative running in one address space. If an application used anything from that era, the kernel could end up wasting way too many cycles handling the request. This made multitasking under high load dicey at best.
Linux is a fully preemptive OS with a kernel designed to return from system calls quickly, without blocking all the processes in the system. No surprise it fared better.
