Windows, which is by itself in the ~90% range, is not and has never been a closed ecosystem. You can easily install any piece of software you find anywhere. MS is even falling over themselves to give you free developer tools.
They did introduce that dialog which warns you when software is not signed, but of course MS didn't take this to the degree that Apple has. While it's a great way to take care of malware, I really don't think Apple's vision of the future is one I want to compute in.
You can set Windows to only allow signed applications to run, too: http://technet.microsoft.com/en-us/library/dd723683(WS.10).a...