Microsoft has been scanning the horizon to ensure that no one begins to kick at the blocks that prop up their monopoly. They are constantly looking for new ways to create more blocks. Some of these blocks are directx, drm, application/windows APIs, network interoperability (or the lack thereof), WGA/WGN lie, FUD, patents. Writing for OpenGL means you are writing for multiple platforms which gives a greater overall share.
Another new block is DRM. Yes they have had DRM in their product in one fashion or another for decades--copy protection on software back in the 80s, activation keys in the 90s. The WGN/WGA lie in the 00's is a psychological game meant to make the consumer less in control but to give them a feeling they are being protected. They are essentially forcing the consumer to allow Microsoft to spy on them under the guise of protecting the consumer from organized pirating--this is the fundamental lie. The average consumer is already covered because they generally purchase from the likes of Dell, Gateway, etc. Only a small percentage of sales are from systems integrators and the odds of getting one that is dishonest is even more minuscule. Today it is the essential arm-twisting/drafting of the hardware manufacturers to comply with their draconian DRM/CRM procedures.
Their APIs, not just DirectX, are also locking blocks, that block you from other platform development. Most companies don't have the time to learn multiple platform APIs in order to develop software. Apple recognized this (well NeXt computers did) when they were creating their development tools. Another block they use today are patents. Microsoft is not making a patent portfolio to protect itself, it is making it to prop up the monopoly and to attack competitors such as Linux. Software APIs for productivity applications aren't the barrier they once were. You can see that they will, over time, become less and less important as more and more programs build up for the competitor's platform. Since that form is diminishing there must be other ways for Microsoft to lock you into their platform. Gaming is a key API that they can change regularly. If they can keep changing the gaming API regularly then no entity can conceivably create a 100% compatible layer for other platforms. That's another reason why it is just silly to have game developers writing for directx instead of for OpenGL.
Networking interoperability is another key block that Microsoft uses to block migration from Windows to other platforms. If the interoperability is difficult or impossible even over the short term, large, medium, and small companies will very likely decline migration to Linux (or even OSX).
Patents and FUD seem to go hand in hand. Microsoft knows that if they say enough negative about Linux and threaten enough that migration will be slowed. If they create enough of a patent portfolio that will also slow development as competitors are constantly attempting to figure out what they can legally do and what they can't. DRM is similar in that it can't be copied and used in competitors platforms. The DMCA destroys all hope of that, at least if the user wants to stay 100% legal.
I don't know what the current installed base of Linux is and I'm sure most developers don't either. My estimate is that it is somewhere between 10 and 50 million computers.
When you use all of these together, including FUD and attempting to hide the sheer number of Linux (or any competitors true numbers) you can see how strong these blocks are. It only takes companies and individuals to start knocking more of these blocks out faster to bring down the monopoly. It isn't just having a product or even advertising your product or even giving it away for free. It is in ensuring that the right technologies are used and that enough blocks are kicked out that are supporting that monopoly.
Microsoft is scared shitless over this. They have huge monetary investments that rely on their Windows monopoly to fund them. Microsoft has no intention of getting rid of DRM. They only want to make it so that their major competitor in the arena of music is chopped down. Apple hold the market with the iPod and iTunes because of that DRM and if Microsoft can get everyone buying their products instead of Apple's knowing that they aren't locked in Microsoft can exert much greater advertising in order to overcome Apple's lead--not necessarily overnight but in much shorter order. Everyone knows DRM is a locking mechanism. You have an iPod you are stuck with it if you purchase music from Apple's store. That's a great thing for Apple. It is a highly negative thing for Microsoft. Once Microsoft takes over the digital music market then DRM will be back, in some devious way, a way they are planning for right now.