Navagon: Well that's bloody unfortunate. I haven't had any problem like that with one single game sold as DRM-free on the site. If I was you I'd complain about it. If they're selling it as DRM-free then they need to realise that things like that won't be tolerated. If enough people do that they will hopefully change their policies.
The only DRM free games I have are some Genesis games, Puzzle Quest, and, of course, Volvo. All of them install in this way. You download the installer from the site, it makes a "Gamersgate Temporary Files" folder, a numbered folder inside, and a file called "launch" (no extension). You can keep the temporary file and the installer (the installer expects a folder in the same directory as itself with the file, located at "Gamersgate Temporary Files\#####\launch"), so I just zip the installer and temporary folder together like that.
The only exception I've found so far is TDU, which uses SecuROM and an activation key, but creates a bunch of files instead of just the launch file. It still wouldn't run the games' own installer without using the launcher, for some reason.
I'd complain, but quite frankly, they don't even have a forum. I simply can't take a digital download store that doesn't have an open forum seriously. At least Direct2Drive is part of the IGN network and has IGN's forums, as well as the fact that the installers work without an internet connection. GamersGate wants you to download and install at the same time (they now give you a choice to save the temporary files before quitting, but you still need to cancel the installer after downloading), while D2D's DRM free games are totally free of DRM.
For what it's worth, GamersGate has a "drm free" filter and their blue coins system. Generally, I prefer D2D. I like not having to use a client, but at least Steam has some great forums and lists any activation limits outright, among other things. Greenman Gaming is a joke that does just about everything wrong. Impulse, I just don't really care about Impulse.
All these things make GOG look even better by comparison, you know? Most of the other digital download stores go out of their way to make sure their customers communicate with each other as little as possible. I'm not too fond of buying a game when I can't immediately see reviews, potential problems I might have and solutions I might need, etc.
As for Redemption, I'm still on the fence about that one. I might wait until it inevitably goes on sale for half-off or something unless I'm convinced otherwise. I'm curious as to why a fanmade game for $5 would have DRM in the first place, but Direct2Drive doesn't have it listed as DRM free and most of the other services use clients.
If you get it, ShmenonPie, tell me how it is. I'm not expecting Painkiller Black, but from what I've heard, there's been a lot of complaints ranging from deathmatch levels being converted into levels for this game, enemies with too much health, rooms where you spend 10 minutes fighting hundreds of enemies, and other stuff like that, and I've heard little about multiplayer, if there is any.
...but again, ShmenonPie. I can't state this enough, but you can avoid using a client like Stardock, Capsule, Steam, etc and get this game DRM free. I know you saw it on Impulse, but you should consider the alternatives if you haven't already.