I don't think it is real. I've listened to Gates speak several times, and this piece sounds nothing like him.
I'm sure he wouldn't talk that way in a controlled presentation, but I believe it's likely that he could have answered that way in an interview back in 1995 in part because of his nature and the reasoning behind the statements.
I thought this was going to be a new interview, but I remember reading this interview and discussing it at work back in the 90s. I know, this anecdote doesn't really give this much of an air of legitimacy, but archive.org does confirm that it's been around that long (which of course validates my memory more so than if Bill Gates actually said this stuff).
He'd been in business for an awfully long time already in 1995. Where's the evidence to suggest he was so ridiculously unpolished after all those years?
Nobody says "No! No! No!" to an interviewer over and over again.
Oh please. A google search of "bill gates arrogance" returns over 200,000 hits. People like Bob Cringley and James Wallace have made small fortunes selling books about Gates's foibles, frustrations and outbursts.