Oh, that's different.
Just based on a quick Google (since I don't do Windows) it looks like having problems with trying to use WPA for ad-hoc networks with Windows isn't an unusual state of affairs. Based on a lot of agony dealing with Apple's WPA supplicant over the years (don't ask*) it's no surprise you'd find OS X having "issues" with such a thing.
* You know you're dealing with an "Enterprise-Ready" company when a front-line support person has the gall to say "We don't support using Macintoshes with anything but Airport Extreme base stations" when called about a reproduceable issue with MacBooks randomly falling off a Cisco Aironet-based WPA2 Enterprise network. Uhm, yeah, nice try. Let's speak to your manager now...