I think he meant that it would hurt Microsoft indirectly. Sony selling PCs with Cell/Linux = less PCs with x86/Windows being sold. Of course, that's wrong since those are two very different markers and Microsoft doesn't have a very large stronghold in the high performance scientific market. Wouldn't harm Microsoft at all, especially since the Cell workstations would most likely be discontinued in months.
I still want to know why would Sony would want to hurt Microsoft. Not how