This goes to show the value of actually watching users when they sit down in front of your system. Even though 'Click Start to Shutdown' seems unintuitive to all of us programmers, the usability study showed that it's what people expected. You can't really fault the Windows designers for following the users existing mental model rather than trying to change it.
Usability studies also show the cunning of the average user. It's difficult to know if what you have presented to them is good design or 'good enough' to allow _most_ users to cope. Combine this with people's knowledge that they are in a usability test, most people's desire to please authority figures and the natural skew to any process where you can affect outcome in your favour and usability studies become a mine field.
Windows is an exercise in 'good enough'. That's not a bad thing for a commodity OS. It doesn't mean that it should win any accolades though.
The catch is, once they do figure out one way of accomplishing a task -- even if it's complicated, unintuitive, and not really what you intended -- they'll cling to it and base future actions on that point of reference. So you can't "correct" the interface without further annoying the users who already figured out one way to do it.
On the Mono download page, available versions for each platform were available as text links, with the platform's logo next to the links. Because of some configuration of the wiki engine they were using, images automatically linked to another page listing all the places where the same image is used. So, rather than clicking on the text link to download the latest version, 95 percent of Windows and Mac users would click on the logo, see the listing of other pages using the logo, scan that textual list for the highest version number (it's near the bottom of the list), visit the page for that one ancient version, and download it.
Aside: Noting that users will only read text as a last resort, and not always even then, I wonder what the success rate is for getting past Firefox 3's "this page's certificate is self-signed" warning. It can't be any better than Mono's.
"We of course feel terrible to all of the 95% of the users that wanted to try Mono on Windows and the Mac and ended up using a two year old version of Mono."
I think that as tech people, we often forget that the vast majority of people that utilise tech are often less logically inclined than we are.
Or to put it another way, simplicity + attractiveness sells.
David Pogue did an interesting TED talk on this in 06 in which he made a quick stab at the start menu thing at about 10 minutes in. Linked below for reference.
Even if 99% of people are smart (or in this case, not dumb) enough to figure out a feature, that doesn't mean that you can guarantee that the other 1% will get it. I'm guessing this user falls in the < 1% category. Maybe it makes for a funny story, but it's hardly representative of a normal user. If 99% of your users figured it out, move on. If Microsoft waited for 100% of their users to figure out a feature, we'd still be waiting for the one guy staring at power button and wondering what to do.