Yes, this title is ripped from Jeremy, but I link to him below so it's okay :-)
A lot of people tend to assume the worst whenever Microsoft makes a change in the way products are shipped or features are added/removed. Before coming to Microsoft I used to assume that every time something happened it was because Microsoft was trying to screw me (sometimes indirectly) because they were evil. After spending a few years on the inside, my eyes have opened a lot about why decisions are made the way they are and how much research and effort is put into them. I also found the company to be much less evil than originally suspected. In fact, most of the evil is concentrated around the printers in my building, although they're being slowly phased out in favor of less evil hardware.
Anyway, the company makes mistakes (sometimes design errors, sometimes just bad luck) but the truth is that the people involved always try to make the *right* decision. Unfortunately, the “right“ decision isn't usually perfect (it's virtually impossible for a company the size of Microsoft). In my personal opinion, this is where “business integrity“ means more than ever. As one of the pillars of “Trustworthy Computing“, business integrity is what matters when the “right“ decision leaves you feeling like it was the “wrong” decision.
Jeremy offers a great case study of this regarding Office file converters at http://blogs.msdn.com/jmazner/archive/2004/03/09/87094.aspx.
Another one is Windows XP Service Pack 2, which introduces many significant changes in the Windows security model. These changes are *good* changes, but may seem very *bad* if you're not prepared. If you are a software developer or admin, PLEASE check out http://msdn.microsoft.com/security/productinfo/xpsp2/default.aspx to learn more about how this may affect you and what you can do to prepare.
...but now I'm not going to give it to you.