Microsoft has released a new stand-alone client for Games for Windows - Live (opens in new tab), and is available for downloading here (opens in new tab). Version 3.0 now provides custom in-game storefronts (think Rock Band), zero-day piracy protection for developers, and server side authentication, enabling gamers access to their games no matter what machine they use. The new client also provides "roaming saved games and settings."
"We will store your saved games and settings in the cloud so that, combined with the server-side authentication, means not only can you install and play anywhere, you can start a game at work and continue your saved game at home without having to worry about moving that saved game around," said Drew Johnson in this Q&A (opens in new tab), the general product manager for the Live Engagement Team on Windows.
Currently Games for Windows - Live supports many PC titles including Street Fighter IV, Fallout 3, Fuel, Warhammer 40,000: Dawn of War II, and more.