If you really want to get the full available power out of Linux, that's true. For many things though, a lot of the stuff works more or less like you'd expect. I saw an interesting usability study done about 6 months or so ago that had complete Linux newbies set up in two groups. This was done at a corporation that was wanting to switch over to Linux, and they were trying to find out which window manager they should roll out to newbies. One group had a default Gnome desktop, and the other had a default KDE desktop.
One of the interesting things that came out of it was that Gnome was more similar to MS-Windows for users, but it was more difficult to get used to. It seemed that because it was so similar, the small differences were more annoying to the users than those who used KDE, which has a much different look and feel. Apparently, because KDE was obviously different, users were able to more quickly learn the new ways of doing things because there was less expectation that they'd be able to do things just as they did before.
One major difference between MS-Windows and either window manager was the feature of multiple desktops. Having separate workspaces can be confusing at first, but once you get used to it, there is really no going back to a single workspace for everything. It's kind of like tabbed browsing. I can't imagine having everything in separate windows anymore. It just seems downright counter-intuitive to me now.
Not everyone is going to like doing things the Linux way. That's cool though. Those of us who do, and have found it to be a much more productive environment in which to work are just glad that we have the choice.
When I do have to run Windows, I use a neat little tray program called VirtuaWin. It allows me to have up to 9 desktops under Windows.