The reason why Windows is used more than Linux (in both desktops and servers) is because a long time Linux could only be used by the "elite". It was too hard to use for any "normal" user.
Linux has a bad name when it comes to user-friendliness, which use to be true, but isn't anymore. It is different than Windows and that is why people find it so hard to make the step, but the basics are no harder than Windows.
The reason why most people choose Windows is because everybody else does. Most companies choose Windows because most employees use it at home, so they don't have to teach them how to use it. Most employees choose it because most of them use it at work. Most people are like that, they don't like big changes. They like things that they know.
It is a fact that Linux is more stable and faster than Windows (especially Windows 98se, but when I talk about Windows I'm talking about the best, or least bad, Windows out there, Windows 2000). If you want I'll find some statistics to back up these facts.