Entropy

I was working on a Debian 5 (Lenny) box and needed to generate a key.
So, ok, let’s do gpg –gen-key , filled in the required info, and let’s generate that key, when, suddenly:

We need to generate a lot of random bytes. It is a good idea to perform
some other action (type on the keyboard, move the mouse, utilize the
disks) during the prime generation; this gives the random number
generator a better chance to gain enough entropy.
+++++++++++++++++++++.+++++++++++++++++++++++++.+++++…++++++++++..+++++..++++++++++.+++++.++++++++++>+++++………….+++++

Not enough random bytes available. Please do some other work to give
the OS a chance to collect more entropy! (Need 258 more bytes)

What? What entropy? Do what? Use the keyboard, disk ?
Well, apparently, there is no joke, you really need some activity going on the system in order to generate the key.

I did ls -R / and it started to generate the key.

To see the entropy of the system: cat /proc/sys/kernel/random/entropy_avail

Now I wonder, do we have entropy on Windows?