I guess I'll throw my two cents in.
For one, you can't stop it, ever. You can't make a "piracy proof" OS; that is to say that as soon as its in the hands of users its easily modifiable (look at microsoft's battle with modified xbox's). Example: Let's say you require DRM (ala initially blu-ray agreements) in the kernel of the OS-- will that stop anyone? No. As soon as you have something released, there's always going to be workarounds and modifications made, regardless of how closed you make it. Look at jail-breaking and iOS; does Apple want that modified? Hell no. The problem here though is that if you design an OS to be "piracy proof" not only will it be ineffective, but often too large and cumbersome to efficiently perform everyday tasks. You can continue to add security layers and more DRM, but at the end of the day it just ends up being resource hogging bloatware. Furthermore, if you make your OS too restrictive, people just won't buy it. There's always alternatives (many of them), with at least one of them being guaranteed to be as open as possible.
The music industry instead should be focusing on availability, pricing, and content quality. Actually, to be honest, record companies shouldn't exist in this day and age. They're giant lobbying groups, nothing more. Where do bands make most of their money? Tours and concerts. Where do record labels make their money? Sale of said music. The problem, however, is that you don't NEED a record company anymore; you can set up a contract with digital music providers for the distribution of your content independently, and a lot of record labels fear this. There's no need for these lumbering giants anymore; physical media, while always existing, is crumbling. As such these record companies lobby for all the DRM and safety protection they can in the face of falling profits. Interestingly enough, some bands are now offering their music for free-- time will tell whether this becomes the standard or not.
As per the movie industry... well, I don't think very highly of them. They're overpriced (look at movie ticket prices), and the physical copies cost way too much. Furthermore, they make absurd amounts of money off of less than revolutionary material. Avatar wasn't exactly the next Mona Lisa, yet by the ticket sales you would think it was. Actors are also overpaid in my opinion; why should someone get paid 5 million to pretend on stage for a few months? How are they helping and advancing society? This is just my opinion of course, but doctors, engineers, pharma, scientists, etc deserve that money far more than the actor, yet the actor gets paid more. If they lowered the prices I think they would do better, but it can't be said that they're doing poorly now.
Now per software piracy... that's something that can't really be justified. Often extensive time and money goes into software development, and while some software isn't worth it, most is reasonably priced. There are exceptions to this of course (I'm staring at you Adobe), however I feel that if at all possible, the end user should always pay for their software, especially if they like it.
There's also a study done awhile ago that I'm trying to remember; I think it was that the highest purchasers of legitimate media also were the largest pirates-- if this were true it wouldn't surprise me.
Regardless of the reasons, at the end of the day it still is theft. That much can't be disputed.