You prolly have this all sussed out, yourself, but my install and operating experience (XP PRo) has demonstrated that the preferred methodology is to install the Console version and run it as a service.
The Graphical client is pretty to watch, but: a) you're NOT going to be watching it all the time, anyway; b) it monopolizes your OpenGL pipeline so no otehr app that needs OpenGL can execute.
Just my two-bits for anyone looking to get their Wintel box into this gig as painlessly as possible.
running console version on a 2k3 server as a service... works well!