That's because trademarks only apply to a particular line of business - specific 'goods and services'. Along the same lines, if I wanted to open a business called Dell in the line of plumbing, that would be fine as long as I stayed away from the computing business under that name. Sometimes, there's a conflict when the definitions may overlap - Apple Corps (Records) vs. Apple Computer, for instance.
In the US, there are two ways to infringe trademarks:
1) Using the trademark in a way likely to cause confusion - generally has to be in the same line of business.
2) Trademark dilution - using a famous, distinctive brand and making it a generic term.
Entrepreneur, Apple and Windows aren't distinctive in their own rights (the logos might be, however), but some names certainly are.
Some seminal examples of this (in Australia at least) include "McDonald's" (pretty much impossible to brand any good or service, no matter its class, as such) and "Nike" (the shoe manufacturer prevented the manufacture of "Nike" perfume).
Trademarks are usually registered in one or several international classes (there are 45 of them), but there's a cost per class, so most companies don't try to cover the whole spectrum:
So, you can have a "Widgets" trademark for class 9 (Electrical and scientific apparatus), and another company can own the "Widgets" trademark for class 29 (Toys and sporting goods).
Some companies do register their trademark across the whole spectrum, like Coca-Cola, and probably Nike too.
Note that pharmaceuticals are a whole different story, as there are so many of them that you can have similar-sounding ones as long as they do something very different.
