Why do people always claim that the Tories didn't win?
The only reason why they didn't get a majority is because Labour had rigged the constituencies so that they were unfairly represented. If you look at the actual voting numbers (en.wikipedia.org/wiki/United_Kingdom_general_election,_2005)
(en.wikipedia.org/wiki/United_Kingdom_general_election,_2010);
In the 2010 General Election the results were as follows;
Conservatives: 10,703,654
Labour: 8,606,517
Lib Dems: 6,836,248
In the 2005 General Election the results were as follows;
Conservatives: 8,784,915
Labour: 9,552,436
Lib Dems: 5,985,454
So, in the 2005 General Election Labour actually received less popular votes and won outright than the Tories did in 2010 when they didn't secure a majority (of constituencies).
So, in 2010 the Tories exceeded the popular vote of Labour in 2005 by over a million votes but because of the unequal size of the constituencies (politically in Labour's favour) they didn't get a majority. And this is why the Tories are trying to make the constituency sizes equal, so that this kind of unfairness doesn't happen again.