You're probably saying to yourself : "Oh, I didn't pay for Windows". Are you absolutely sure ? If your computer came with a copy of Windows, then you paid for it, even if the store didn't tell you about that. The price for a Windows license amounts to an average of one fourth of each new computer's price. So unless you obtained Windows illegally, you probably paid for it. Where do you think Microsoft gets its money from?
On the other hand, you can get Linux completely free of charge. That's right, all these guys all around the world worked very hard to make a neat, secure, efficient, good-looking system, and they are giving their work away for everybody to use freely (if you wonder why these guys do such things, drop me an email and I'll try to explain the best I can :) ). Of course, some companies are making good business by selling support, documentation, hotline, etc., for their own version of Linux, and this is certainly a good thing. But most of the time, you won't need to pay a cent.