Microsoft uses draconian law to put Windows, the world's most-used operating system, completely outside the control of its users. Neither Windows users nor independent experts can view the system's source code, make modifications or fixes, or copy the system. This puts Microsoft in a dominant position over its customers, which it takes advantage of to treat them as a product.
By contrast, free software like the GNU/Linux operating system is developed by professional and volunteer communities working transparently, freely sharing their work with each other and the world. Users have meaningful influence over the software development process and complete choice over what code they run. This means the software usually treats them with respect. Even if a free software developer took a page from Microsoft's book and began abusing its users, it would have no way to keep them locked in -- when this happens, independent experts copy the source code, remove the offending bits and help people switch to the user-respecting version.
The FSF maintains a list of endorsed GNU/Linux distributions, and there are myriad resources online for getting started. If you want to try free software but you can't be persuaded to leave Windows quite yet, try these free programs that work on Windows.