In the early nineties windows 3.x sucked for gaming, which were 99.9% DOS anyway, so that windows didn't matter much in regards to gaming.
With the coming of Windows 95/98 (I will not even mention ME) everything moved to windows, which was slow, unstable and terrible for gaming until directx5 came along, the frequent crashes were a pain, while gaming with 3d accelerators which were finally widely supported in '97/'98 was a blast.
With Windows 2000/XP the instability period ended. My PC's wouldn't lock up if a game had a bug, so a complete system restart wasn't neccessary every time a game crashed.
Windows 7 is more of an evolution, and a lot of things are easier and more streamlined (I skipped Vista)