I think there's lots of reasons why "Microsoft programs are so buggy" -- I put that in quotes because I think that the phenomenon of calling "bug!" is often inaccurate. The truth is, getting "correct behavior" on a PC is a difficult chore, so many (most?) of the programmers out there just aren't up to the task. There's a correct way to develop software, and there are a hundred (-thousand?) incorrect ways. The correct way requires discipline, skill, and experience; and it's expensive. And for the most part, it's not worth it (ref back to my message about people not willing to pay what it's worth).
While there's plenty of actual bugs in most commercial software (and Microsoft is a big target as one of the largest developers of said commercial software), most of the misbehavior the average PC user sees is not the result of an actual bug but rather as a result of unforseen edge conditions that aren't handled gracefully: in the face of an unforseen scenario, it's often easier to just fall on the floor and hope the user has the good sense to reboot to remove the offending condition.
There's an old pass-it-around story comparing software to cars[*], but I think the environment that's encountered in most PCs is way harsher than any car designer expects: incompatible pairs of software ("I own the modem!" "No, I do!"), misbehaving freeware ("It's my first program, send me $5 if you like it!"), user actions like unplugging the machine during a lengthy disk write, under-powered and overloaded configurations fighting for scarce memory and slow disks ...
None of this is actually the user's "fault" per se: it's just how things have gone, and it's just not an easy environment to get things to "work perfectly every time" in. An interesting side-effect of this is the New Shiny Mac phenomenon: people who switch to a Mac find instant relief not because MacOS is better than Windows, but because they are starting over and fresh! All their old gremlins are gone.
[*] cf http://hoefliger.net/itsfun/mscars.html
If we follow the analogy, people would complain that their Miata doesn't seem to work when it's under water, out of gas, or after their 3yr old put peanut butter in the fuel tank.
"Bug!"
/jordan