Fabracaz,
I'm guessing you have never heard of Linux (Fedora, Mandriva, SuSE, Ubuntu) all of these are Open Source, Operating Systems. This means they are free, but if you distribute them you have to distribute with your personal changes. MS Windows & Mac OS X however are not Open Source unless you work in designing the Operating System for Microsoft & Apple, hence why everyone else including you will have to pay for it.

Yes, you can download the full Operating Systems via LimeWire, however once you have it installed that's if you find away to get past the cd-key, you won't have any support by Microsoft or Apple, and they will of course can and will press charges for illegal copyright infringes.