-There's a lot of software with no equivalent in other OSs (including computer games, which are a selling point for a lot of people, and Visual Studio)
-Many companies are reluctant to change software they've been using for any length of time. Changing the OS is specially unlikely.
-It's really not that bad an OS...
My misadventures with linux include forgetting to set up a netbook to connect to unencrypted wireless networks and the latest kernel update breaking wifi after suspending or hibernating; I've never had to deal with any of that on Windows. The most time that I've spent on system administration has been switching to an SSD, which became extremely easy after I found the right software to mirror my disk.
The fact that the malware has to bury itself so deep into the boot sector actually says some pretty positive things about Windows security. Nothing like those heroics would be needed to target Linux for example (I don't know about Mac).
Also because Windows is a good operating system in it's own right.