If you ask me, I would say that installing Linux is much more easier than installing Windows. For one, you can skip the licence agreement. Second, the installers bundled with most Linux distributions give a clearer idea about what is going on and the steps the user need to take to finish installing Linux on ones machine. But the latest version of Ubuntu named Dapper Drake (Desktop edition) clearly takes the cake in the installation department with its Live CD graphical install method. Ubuntu team has finetuned the installation of Ubuntu to restrict it to a mere six steps. Just for this once, I will let the images below speak for themselves:
As you can see, it never gets any simpler than this. It only takes a little bit of comparison with installing GNU/Linux a few years back to realize how much GNU/Linux has advanced over these years.