spindown: Some games on GamersGate are DRM free. They generally have that information on the product pages. (But you need to back up the installer files during the installation as they are automatically deleted afterwards.)
EC-: I've heard people mention that their DRM-free advertisement is not really DRM free, is this why?
Yes, that's correct. The games marked as DRM free by GamersGate really are DRM free, but you need to back up the installer files manually because they are deleted by the downloader once the installation is finished. As others have said, you can do this by copying the installer (usually called setup.exe) or by shutting down the downloader during the installation (before it has the chance to delete the installer).
Another thing worth noting is that games marked as "other DRM" are sometimes DRM free too. GamersGate regards serial numbers as DRM, so sometimes games listed under "other DRM" only require you to enter a serial number offline. This is not true for every game listed as "other DRM", however.