You forgot many steps such as:
-3. Search the Web for the software you want (hopefully you can recognize the real things from the spyware/backdoor/trojan-infected derivatives);
-2. Search the download page on the website;
-1. Search the proper Windows installation binary on the website (do you know if your architecture is x32 or x64?);
1.5. (Re)discover where Firefox actually downloads the installation file;
4. Depending on the application (that usually does not apply to free software), uncheck several boxes triggering the installation of search bars in the Web browsers, of additional (and useless) software, etc.
5. Reboot;
6. Manually clean up the menu from all the crap that has been added here;
7. If you want another program, then goto -3.

In comparison, here is what most free software users do after the pristine installation of a distribution (let us first observe that GNU/Linux distributions usually include many more applications than Windows: virtually all codecs for hardware working with Linux, a complete Office suite, an application to scan, etc.):
1. Run the Synaptic package manager;
2. Check every application you want and uncheck every application you do not want; 3. Click "Apply" once to be presented a summary of what is going to be installed/removed and a second time to confirm.

That is all. You can have a cup of coffee waiting for all packages to be downloaded and installed.

To install an application that is absent from the package manager, the first reflex is to search for a DEB package, either provided by the developers (on their website) or by related distributions (Debian or Ubuntu in the case of Triqsuel) or by PPAs. Compiling sources is the last resort and all previous solutions are simpler than a Windows installation.

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