The are many ways to report bugs to Microsoft, but there's only one that will get your bug looked at.
It's to open support case with tech support. The case may be not free; however, if the software indeed not working as expected, or the solution was not documented, most likely you will not be charged. I personally had dozens of such incidents, reported numerous
bugs, and the balance is 0.00. So there's certain risk here, make sure you have explored all avenues.
Once the case is opened, you have to follow up patiently. Initially it will be assigned to 1st level support overseas, and that representative will try to resolve it. You have to be patient and allow him to make all the efforts he can think of. Of course, it's
possible that he will resolve it, for example by having you install a hotfix. That hotfix may be totally unreleated to your problem, but still fix it. If this is the case, ask to waive support fee since it was not documented.
If there's no resolution, eventually he will give up. At this point, insist that the case is escalated. He will escalate it, and there will be second round of attempts to resolve it, already by someone in US.
When this fails as well, this representative will be able to send it to triage at Microsoft that will decide whether this is indeed something that needs to be fixed. At this time you will be asked to provide business justification, that is, you will have to
show how much dollars your company is losing because of this problem.
The triage then will decide. This whole process from the initial opening the incident can take months and even years, keep that in mind when you start it.
I underscore, this is the only way to have your bug in released product looked at individually. Of course, this is not the only process Microsoft is using to decide what to work on, but this is the only process you have direct access to.
Microsoft also runs Connect, however this is about future products, the window to report bugs that actually have a chance to be looked at is narrow, and in general Connect is much more marketing tool than anything else.