Nearly every Windows program you can think of that *isn't* written by Microsoft still isn't available for other operating systems - or if it is, it's only available for Macintosh, and probably doesn't really work the same way. Worse, the Mac is also a closed platform - so in this case, you have a developer that's spending double the development cost to cover those two platforms, but *only* those two platforms. But why should they have to? Answer: they shouldn't.
In this day and age, writing an ABI (Application Binary Interface) to run another operating system's programs under your own operating system is relatively trivial - they're used all the time in the Unix world for one Unix to run another Unix's compiled code. Some of them are so good that you can even run *device drivers* under them (I've personally used video drivers compiled for Linux under the Linux ABI for FreeBSD). But the one thing that's necessary for this to happen is for there to be some kind of published standard for the ABI writer to adhere to. In the Unix world, there is one - it's called POSIX, and all of the Unixes conform to it closely enough that their remaining differences can be pretty easily ironed out.
Microsoft, however, runs to no standard and doesn't like to publish standards. Microsoft instead *destroys* standards whenever possible, by deliberately making their own operating system and applications respond to them in unexpected ways - realizing that since they have such an overwhelming percentage of the mass market desktop mindshare, the inevitable perception is going to largely be that "nothing works right unless you make sure it's *all* Microsoft." Microsoft calls this policy "embrace and extend", which sounds friendly and progressive - but the problem is, they don't submit their "extensions" to standards committees or publish them; they just quietly make them work *in their own programs and nobody else's.*
These are two flip sides of the same coin, and together they're a textbook example of monopolistic abuse. Microsoft is more focused now on leveraging the work of third parties to keep their monopoly afloat and on subverting open standards that allow open competition than they are on actually improving their own product. The focus is no longer on offering the best product, it's on maintaining monopoly conditions *in spite* of problems with their product.
Don't believe me? Stop and think about it - what are the biggest differences between Windows 2000 and Windows XP? Digital Rights Management. Forced product registration. Hardware checks that disable the OS if too many components have changed since last boot. Service packs that disable the operating system if applied to one with a "bad" registration key.
Ask yourself - are these the kinds of changes a company makes to win consumers over by offering a better product, or are they the kinds of changes a company makes to lock down consumers they figure have no place to go?