A little history.
When I say "configuration files", I mean the files in which various pieces of the operating system store their setup information. For example, the file /etc/hosts holds information about the computer's network name:
##\n# Host Database\n#\n# localhost is used to configure the loopback interface\n# when the system is booting. Do not change this entry.\n##\n127.0.0.1 localhost\n255.255.255.255 broadcasthost\n::1 localhost \n10.200.1.50 guildenstern.dyndns.org
Lines beginning with # are comments. Don't worry about the actual content; the point here is that the information is stored in a format that is easy to read and edit, and in a single small file. So while the /etc directory on my OS X computer is full of these files, and it's a bit intimidating, one advantage is that if an application goes berzerk and scribbles all over its configuration file, it won't cause any collateral damage.
Windows takes a completely different approach. Configuration data is stored in a binary (i.e. you can't edit with anything other than a special tool - regedit.exe - and it's not readable by humans in any meaningful sense of the word) format in a large database. There's precious little structure to it and it's very big. This badly-organised, hard-to-edit and hard-to-read mess of data is called the Windows Registry.
If a Windows program (or Windows itself) goes bananas and pukes in the Registry, the scope for wide-ranging damage is enormous. Windows attempts to mitigate the risk of this by operating a system of backups and the System Restore function, but it is still very possible for a Windows computer to have its registry damaged beyond repair, at which point the arduous task of reinstalling Windows (and then all the patches and applications, which is the part that takes the time) becomes unavoidable.