Surfing the Web
Linux: Konqueror, Firefox, Mozilla, Opera
Windows: Netscape, Internet Explorer
Email, Calendar, & Contacts
Linux: Evolution, Kmail, Thunderbird
Windows: Outlook, Outlook Express
Office tasks (word processing, spreadsheets, & presentation)
Linux: OpenOffice.org, StarOffice, KOffice, GNOME-Office
Windows: MS Office
File Manager
Linux: Konqueror
Windows: Explorer
Graphic editing & viewing
Linux: The GIMP
Windows: Photoshop
Database program
Linux: MySQL, PostgreSQL
Windows: MS Access, SQL
Listening to music
Linux: XMMS, Amarok, Banshee
Windows: RealAudio, Windows Media Player
Instant messaging
Linux: Gaim, Pidgin
Windows: Yahoo IM, Skype, etc.
Having different roots, the names of corresponding programs (software) on Windows and Linux are quite different, but their functionalities are often very similar. Often the Linux programs can even "understand" Windows file formats.
Also check out software for Linux in the following categories: Backup, Business, FTP, Graphics/Image, Office Suites, Personal Information Manager, Web Servers.

