Depends, do you have a reliable internet connection? If yes, either one will be fine, but I'd go with the browser, no need to install another piece of software. If no, go with the downloader, it will usually make the headache of interrupted downloads go away.

Thanks, guys I did read about the UAC, I'll give the downloader a shot.

Oh and Rucksack tell Cthulu Rummy says hey.
After reading more about downloader, thats a good Idea, I'll try the browser thx =)

Just an Update Everyone:

OMG IT WORKS, IM PLAYING LORDS OF REALM 2! I LOVE YOU GUYS!!!!!

While GOG games do not have DRM some old dos games available have their in game copy protection in place (answer sheets do come with such game installs) and some of the games featuring multiplayer do require unique CD-keys in order to play multiplayer games(such games come with generic CD-keys allowing playing single player but multiplayer key need to be requested from GOG support).

Also there are couple cases where GOG has had to apply unofficial patches to make game work (Warlords Battlecry 3 and Master of Orion 2 at least, first to make it work properly and second for multiplayer I believe). They also make modifications them selves when needed. GOG also uses pirate cracks to get rid of DRM in some cases when right owners no longer posses 'gold master' versions or source code for making such.

Also GOG DOS based games use either ScummmVM (not 100% sure, I don't play adventure games) or DOSBox to run (they're installed along with the game and preconfigured so you may not even notice they're there). Here is list of GOG games using DOSBox.

Here's my experience so far:

GoG customer support is slow (3-7 days response time?) but friendly, helpful and reasonable. They also watch or at least read the forums from time to time and post updates in topics (such as the one with the Moto Racer issue) to let people know what is going on.

Servers are fast to download from, games work well even though I use Linux so I come across more issues than most! Aside from a few games that require multi-player keys, it's a slick PDIP (Purchase, Download, Install, Play) experience. Sometimes, the "Purchase" step is even missing (e.g. community contests, free games from GoG even..)

Prices are nice (though some are a little.. counter-intuitive, but that may be out of GoGs hands) and the deals are thick and fast and will make you wonder how GoG make any money :P

The community is also awesome and I'd like to welcome you to it :)