Of course you're very first move always stands a chance of going boom. Unless you delay generation of the grid until after you know which 1 square has to be blank...
Windows Minesweeper has always done this as far as I know; I was very surprised to find that other ones (Gnomine) didn't, and that instakills were possible. (I'm also constantly surprised that so many people have never noticed that it gives you the first click free!) Quick demonstration: set Windows Minesweeper to 9x9 with 64 mines. If first-click kills were possible you would expect to suffer one over half the time.
So yes; I delay grid generation until the first click, and I arrange that (a) that square is free of mines, (b) none of its immediate neighbours have any mines in either so that it opens up a whole area, and (c) starting from that area it is possible to solve the whole of the rest of the grid without needing to guess.
Aah, that'd explain it. I'm not sure why I assumed that Windows Minesweeper wouldn't have needed much further development after it was written; after all, I can never leave things alone once I've written them so I've no idea why I assumed Microsoft could :-)
I distinctly remember getting boomed on the first click several times on one of my father's computers. I can't quite remember if it was 95 or 98 that one had, but it was ninety-something.
So yes; I delay grid generation until the first click, and I arrange that (a) that square is free of mines, (b) none of its immediate neighbours have any mines in either so that it opens up a whole area, and (c) starting from that area it is possible to solve the whole of the rest of the grid without needing to guess.