SirPrimalform: The batch file?
It'll end on its own (and delete itself for some reason... you'd have to ask Skunk why that is).
The Daikatana packages include more information than I wrote here. It basically keeps looping forever until it's successful, and only then will it close. The batch file was intended to be extracted from an archive, or downloaded or copied when needed, so that you can just make a copy in the desired location and run it. It's no longer required when you have your setup file, so it just kills itself. That behavior is easy enough to change.
Like SirPrimalform said, it'll work for every game, as long as it temporarily makes a file called setup.exe. It's also not necessary for most GamersGate installations, as most of them keep the setup file until you quit the downloader. I can confirm that both Daikatana and Thief: The Dark Project do not. The method for Thief is the same, so the batch file will work for that as well.
serpantino: The Cat & the Coup is free on steam right now.... they were charging for it the other day so I don't know if it's a mistake or a hidden deal or what, just thought I'd throw a heads up.
Pheace: ? It was released free. If anything the charge you saw was a mistake.
Odd. I thought I noticed it had a price too. I could've sworn I even saw a
sale on it! Well, looks like it's free, or has been free all along. Doesn't really seem like my kind of thing either way.
The "Time Gentlemen, Please! and Ben There, Dan That! Double Pack" is still $1.25 for the next four hours, though. I got it last holiday season, after passing on it the year before that. They're both fun, it's dirt cheap (you'd be paying half of what I paid!), and you'll probably appreciate that they're both 100% DRM free. You only need Steam to get the files in the first place. :)