I can confirm that the shortcut currently won't be installed on the desktop, I broke something in the installer when renaming a file. The start menu shortcut should be there though, right at the top.
We have a new version of it upcoming anyway, fixing a Vista issue and adding proxy support.
Regarding the service unavailable issues we are still tracking the reasons for them, so far it appeared to have been individual ISP's that had trouble with DNS resolution. Can you access the
this link to the changelog in your browser?