This is, actually, the main problem: Windows users are forced into using IE: even when IE is "disabled", MS software (or any software for that matter) can hijack user preferences for protocol handlers and start IE.
Why is that so bad? Simply put, MS is responsible for the release of IE. Remember that between 2001 and 2006, there was one version of IE released: IE 6. Five years during which basically no innovation took plae on the Web because the only browser people could use was a figged up POS that couldn't draw a text box at a given set of coordinates, and couldn't handle more than a single event on a page element before going boom (and, as said above, bringing down the whole machine with it).
Now, other browsers did exist. Users could install them. But, due to the fact that most webpages were made for a browser for which 2+2 = 6, pages would often render 'improperly' (as in, the page's programmer had to say 'draw this box at coordinates -186, 222, 154, -30 in order to appear at 20,20, 200,150 in IE') and as such, it became very difficult for those 'other' browsers to get any market share.
until IE became so full of holes everybody including the US government started saying 'use any browser but IE' - and page makers started taking 'standard' browsers into account.
And right now, Microsoft keeps doing the same thing. Their latest version (Ie8) may have solved most of its CSS problem, but HTML is still broken, XHTML/XML unsupported, DOM 2 events shine by their absence, Javascript is still slow (while faster than before, it is now worthy of a 2005 'standard' browser at best), and it doesn't support a set of formats other browsers do: SVG and MathML.
As in, while websites could rignt now use vector rendered forms and gradients with strongly interactive content, we're still stuck in the plain colors and squares CSS 1 gave us. And since IE is artificially fused with the OS, there is no way for anybody to program a full replacement and solve the problem. We are, instead, supposed to use Microsoft Silverlight to do what SVG+AJAX can do in all other browsers.
Which is what the EU takes offense at: unfair use of monopolistic position to impose locked down solutions.