windows - Why is it bad to run as root?

I've often come across posts on forums or other websites where you see people joking in such a manner about running/logging in as root as if it's something awful and everyone ought to know about it. However, there isn't much that a search reveals on the matter. It maybe widely known to Linux experts, but I really don't know why. I remember always running as root when I first tried Linux years ago (Redhat and Mandrake) and don't remember running into any problems because of that. There are actually some distros that have a bright red background with alert signs all over it as wallpaper for the root user (Suse?). I still use the "Administrator" account for regular use on my Windows installation and haven't ever run into any problems either.