If you want to run games at all reliably, Linux is not an option. Cedega and WINE are good these days but new games usually do not run on them, often for years.
DOS was very much forced down the customers' throats toward the beginning of its life. The IBM PC was a good platform that everyone wanted. Unfortunately, Microsoft got sole rights to provide an OS for it, which not only got them onto the first rung of the ladder but kicked everyone else off it too. Back then, there was no choice at all in OS for the PC platform, and no one minded because that's how things were back then: the OS was pretty much a part of the hardware platform. Over time that changed, but MS' dominant position has not.
MS is not a monopoly, but it was lucky enough to be practically unchallengable during the initial, vulnerable stage of its life by securing sole rights to an important part of the market. Back in the 1980s? Yes, MS probably was a monopoly back then, but that's because no one could really be bothered to compete in what was thought to be a niche market: operating systems for dinky little desktop computers.
They got there first, and everyone else has been catching up since. MS is pretty heavily entrenched, too; everyone's familiar with Windows. No new brands can gain momentum fast enough to topple them, so only the big names have any chance at all: Apple and Linux.
Linux has no hope of seriously appealing to the average customer until it can do everything Windows does, better. It's on the way, but Windows is advancing too (or moving, at any rate; whether or not it's advancing is a topic for debate).
Apple has a very good chance, but their focus always used to be hardware. That changed somewhat with the switch to x86, so maybe we'll see Macs seriously competing with Windows in the future. Thing is, if Windows can simply run on the same machine as Mac OS, dual boot is far simpler than emulating the Windows API on Mac OS...
To summarise: MS has an extremely strong market position, but it's history that put it there and the customers that keep it there. If you don't like it, remove Windows from your computers and live on Mac, Linux and BSD alone. No one is required to use Windows; anything it can do, Linux/Mac can also do, but not necessarily as easily/cheaply.