One thing that frustrated me when I started using Google Desktop Search was that I would type my search, it would correctly identify and highlight the top result, but when I hit Enter it would open my browser and show me the search results there (instead of just running/opening the top result). Eventually I discovered you could change this in the Preferences "Launch Programs by Default" (instead of "Search by Default").
I guess I should mention that I use Desktop Search as much or more to launch programs rather than find files. My Windows Start menu has so many programs on it that it is a hassle to use.
Now I have the same hassle on my Mac. Spotlight finds the right result, but when I hit Enter it brings up a search window instead of running the top result. Unfortunately, so far I have not found a setting to change this. It hasn't been too annoying yet because I don't have as much software installed on my Mac so I don't need to use it as much.
As much as I like to dislike Microsoft, they appear to have got this right in Vista. The new search box defaults to running the top result when you hit Enter.
I wonder how Beagle on Linux works in this respect?
PS. I normally have my Google Desktop set to show on my Windows task bar, but today it was missing. I thought it must have crashed or something so I rebooted. But still no search box. I checked whether it was still set to run on startup but that looked ok. When I tried running it manually from the Start menu it displayed in "pop up" mode, but came up so fast it must have already been running. When I checked my preferences I found it was set to not show up. I'm pretty sure I never changed this, so I'm not sure what happened. Maybe some automatic update turned this off?