Good point. Microsoft could say "we let you install our OS on ANY computer--even a Mac. No walls." Something like that. Maybe raise the question of why some people are running BOTH Windows and OS X on one Mac, if OS X is so great.
In the end, though it might have the same old problem: the ads could help Apple even more than they help Microsoft!
Microsoft's message needs to be "Windows is the only REAL choice. Nothing else is worth considering." That's tough to pull off, but it's an idea lingering in people's minds and I bet they could play on that. It's the idea Apple has been successfully dispelling, and Microsoft needs to bring that "fear of the unknown" back (or, start rapidly cranking out amazing and innovative products).
The "no walls" metaphor COULD work in the direction of "Windows is the only sensible choice," but only if people really think hard about the phrase (which ad viewers don't do). And only if people forget that Microsoft themselves loves putting up walls--and they do so without the consumer-beneficial results of Apple's "closed" systems. (The benefit: things work great together because they're designed together. Whereas with Microsoft the benefit of their "closed" aspects is merely more cash for Microsoft and less need to bother innovating.)
I think most people see the "no walls" thing and it goes right over their head--just more happy-sounding ad blather, like "looking to the future" or "quality first" or "your world."
EDIT: To put in perspective what Microsoft is up against--even though they're already the desktop/office monopoly worldwide... imagine walking up to any random stranger and giving them a gift bag. Tell them there's an Apple product inside. Or tell them there's a Microsoft product inside. Which one's going to get them more excited? Apple's mindshare is based on people actually WANTING the stuff. Microsof't mindshare is more like "this exists and I'm so used to it I don't think about it."
Of course, selling to IT (who will conservatively stick with what they always have used) is easier than selling to consumers. But these ads don't seem to be aimed at keeping IT on board with Microsoft.