But that is mostly an issue with XP and older on MS OS’s, it doesn’t happen quite the same way with Vista and 7(the only time it has happened on 7 was with me trying a beta 3rd party plug in for WMC, so beta+beta=fail). With Vista you will get a notification if a program is non-responding giving you the choice to either wait or close it, in the mean time no white screen and you can open other programs without worrying about the non-responsive program appearing over it which gives you the coice of using Task Manager or waiting it out. Since I haven’t used XP since SP2 I don’t know if it still happens the same way as it used, but the last time I used it it still did it the way you described.
Vista has a new display model (WPF) that can alleviate the old problems. But a program must be written specifically for it in order to reap the benefits. The other 99.99% of Windows applications are written to the Windows Forms model, so will freeze simply by the fact that the programming model for them has the main program thread also responsible for UI refresh and communicating with the OS.
From what I’ve seen, moving from WF to WPF is a major overhaul of any application, so don’t expect to see too many very soon. Even Microsoft itself only has a couple WPF applications out now.
Apple realized back in 1999 that it needed a new model for pretty much everything for its new OS, and delivered. So now all OS X apps take advantage of the technology because that was the standard from the beginning.