Arteveld: Yes there is. For example:
Start>Gog.com>Duke Nukem 3D>Setup ;)
[edit] Should be the same for Blood.
Hm. In my start menu there is no shortcut to Duke Nukem or Gog.com. And in Blood I was instead able to edit my controls to my personal liking in game, through he options menu.
As for hedward, Eduke said it was free on the site but you did use the term 'buy'. I'm not really interested in buying another operating system for Duke(although it does say it's completely free) if the only real benefit is the ability to edit controls and (mostly) an advanced graphical system. I have no problem with Duke's graphic and hardly noticed a difference between the screen shots. No offence though, I don't have the greatest vision ever.
I WOULD be interested even in paying for any kind of client that allowed you to play Duke Nukem online free with other people in the manor Zdaemon does. I think such a thing is long overdue, although I could see how it would be nearly impossible for anyone to make such a grand and wonderful thing happen, though unless I am to stand corrected, that is not a feature of Eduke.(If it is, I will crap my pants with joy, sorry to TMI you.)
Again thanks for all who have helped me enjoy GOG games. :)