Foxhack: Yes, it's possible with most games to do that. Some even feature "cloud saving", which saves your data across multiple computers (but it also saves configuration settings, which might be a problem if your main PC is a beast and your laptop... isn't.) The only real limitation that Steam has is that you can only log in one computer at a time. You have to log off one system to play in another.
But you can't do that with some games because they're got stupid hardware activation limits. Those games will likely not even run on your laptop though.
Visit
http://steamdrm.flibitijibibo.com/ for more info on specific games' DRM limits.
Zerlu: Thank you very much! Nah, I'm not interested in games that are really demanding. Mostly i'm just after things like Baldur's gate and the Total Annihilation games.
Oh, wait a sec! I thought you were asking about Steam!
Nah, GOG doesn't have any such limits, you can install the game on as many computers as you like and there's no limits at all on when and where you can play them. But the GOG folks don't like it when their games are installed on computers owned by people that didn't pay for the games or receive them as gifts... so legally, and according to the sale agreement (I think) you can only install them on the machines you own or use.