Even win7 needs to connect and download drivers for some hardware or have drivers fed into it off vendor disks. Plugging in the wired network card and downloading the applicable wireless driver isn't a big deal.
Mind you, ubuntu could be less "open source" focused and include the closed drivers in the default install also. They do claim to be "new user friendly" after all. Even Debian Squeeze has a netinstall image with relevant firmware included and Debian is all about open source by default.
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