Make sure you go to your motherboards manufacturers site, find your mobo, go to the support section and download the chipset , LAN and audio drivers.You can also download the Intel Rapid Storage Technology Driver if you plan on doing a RAID drive. Othjer wise there's no real advantage/disadvantage either way.
Don't rely on windows to get drivers, they are usually either a default one non specific to the hardware or out of date. Also be sure to grab the latest graphics card driver yourself if you have a card installed.
If you still have the issue, take a screen grab of what you are seeing, post it in imgur then post the link here