I can only comment on the web authoring. I strongly suggest that you stay away from Frontpage. I used it when I started out, and I swore by its ease-of-use by using the same speed argument you used. It doesn't change the fact that Frontpage pretty much messed up my HTML learning process by doing some very funky things. You may learn differently, but I'd suggest learning how to code first, then using programs to aide you. I still code everything myself, though, as I hate having some program add code I didn't want. However, I'd suggest something like Dreamweaver if you want a program.

I'd also suggest, regardless of what you decide to do, reading through all of W3Schools.com (the HTML, XHTML, and CSS sections, at least) ASAP. That site is a very good resource for learning all this stuff.

As for Linux, I have yet to have someone explain to me a user-level reason to switch. I hardly think it's worth it when I don't have all that many issues with Windows (well, 2000 at least - if 2K didn't exist I'd probably have been using Linux for 4 years now ).

*edit*
When I say that I don't use a "program" for web authoring, I mean that I don't use a Frontpage equivalent program (like something with any WYSIWYG interface). I do, however, swear by Ultraedit 32. A big thanks goes to the empeg folk who turned me on to that program. If for no other reason, I love it for the color coded text. Fantastic.

Before that I just used Notepad