This is fundamentally incorrect. Only Online Services Division (Bing) loses money. Everything else makes money, and Windows definitely makes more than "a little bit."
Operating Income by Division FY13 Q3: Windows: $3.46 B Server and Tools: $1.98 B Online Services: -$262 M (loss) Business: $4.1 B Entertainment and Devices: $342 M
It is interesting that people perceive so many businesses at Microsoft as "failing" even when they have healthy income and growth year after year.
Source: http://www.microsoft.com/investor/EarningsAndFinancials/Earn...