That leads to the Dark Side...
That's the difference between a commercially produced operating system like Windows and something that, essentially, you are getting for nothing. There is little encouragement currently for hardware vendors to develope drivers for Linux, because they know that Windows rules the desktop currently.
A lot of the work done to make your hardware work in Linux is often done by hardware manufacturers on a "lets be kind" basis, or drivers are written by Linux enthusiasts who want to make their own hardware work with Linux and then share what they have created.
But this MAY change in the future.
How on Earth you got the idea that "Linux works with everthing" I have no idea.
Another point is that, just because you haven't been able to get something to work, doesn't mean that it can't. You are more than likely doing something wrong, partially due to deficiencies in yours and our own knowledge, and also because doing some things in Linux is a lot harder than in Windows.
My best advice is to pick well known, "uncontrovertial" hardware to run your Linux on, and to keep up to date on the net with updates in the Linux hardware support world. Things are changing but remember that Linux doesn't have the multi-billion dollar corporate machine behind it that Windows does.
