No, it's cool like, I understand yer problem.
There are some things that just dont exist in linux, tho there are usually bloody good alternatives.
And yeah if you have to install by hand it can be a pain.
Oddly enough it's the sort of half way distro's that fuck up the most...things that use RPM and so on, you can end up in a terrible cycle of pain getting things to work.
I used a thing called LFS, Linux from scratch, which was literally installed by the olde school method...like how it was done (is done) on BIG IRON, bootstrapping and the heap. It took fookin ages to install because everything was compiled from scratch (I far prefer that to HUGE bloated binaries full of things my computer has no need for). because it was "pure" installation was often EASIER.
then I happened upong Gentoo which has a perfect balance. Everything is compiled from scratch, giving slender speedy binaries, but it's all under the control of a package manaer called portage. Basically, if I want something, I ask for it....and portage runs off and downloads the source for what I want plus any other bits and bobs that it needs to run.To be silly about it, if I sat at a bare text only installation and asked it to install Kmail, it would install the Xserver (the graphical bit like windows), the KDE desktop, video drivers, the lot. And it would compile and install them all in order.
I almost NEVER fucks up (in all honesty I have fewer installation failures in Linux these days than windows), mainly because as soon as it does, because everyone is singing from the same choir sheet, with the same source code and the same scripts to build it.....it gets fixed. Of course there are a few cases where somethings slips through the gaps, a browser forgets it needs a jpg library or something, butit's always sortable in no time, usually by guesswork.
Gentoo is a JOY to use, truly, I mean our house server skivvies away for months on end without a burp running it, it also fulfills my everyday desktop needs, internet, office, such games as do work (MAME in particular runs beautifully).
Installing from the ground up with Gentoo is not for a beginner tho, it's a simple procedure that's well documented and walked through but it does require you to know some pretty basic facts about your own machine.
For a first installation I would reccomend Mandriva (formerly Mandrake), it's attractive, very full featured and has an excellent software installation system (it also costs fuck all and comes with 3000 programs). The downside is that if the installer system doesn't know the program you want....you're off into the hell you describe.
BUT as you said, there may be things you simply cannot get. Nicos mentioned photoshop, GIMP is a fine alternative, tho I have seen people choke on it purely because the menus are in a different shape....and i can't take the high ground there cos I freak out using Logic or Sonar instead of cubase.
I dunno why I'm bother with all this really, I'm not trying to talk you into using it again. Maybe I just wanna point out that my mileage varied :D