Well I've experience my first problem with Desura itself. While on my Netbook it runs perfectly, on my main computer on which I play all my real games, it won't even start.
When I run the program, it brings up the little update box to update to the most recent version, and sits on 0% for a minute or two, before giving me the error that it cannot connect to the host at app.desura.com to download the update. Hitting OK exits, then I get the VISTA NEEDS YOUR AUTHORISATION popup to allow Desura to do things, and the whole thing repeats again.
Bleh. Not sure what's going on, but this doesn't help my gaming. Googling turns up nothing.
Edit: Well it seems the problem solved itself. After some heavy TF2 playing (VS Saxton Hale mode is so much fun), I tried again and it immediately downloaded. I can only assume it was a problem with the download servers themselves rather than anything this end.
