When you download the poker software for the first time from the poker site, the IP address of the computer from which you have signed up to the poker site gets noted down in the database of the site in which you are playing.  The IP is a proof of being a digital signature to verify your identity.  Once the site recognizes and performs the required IP digital signature and verification, you can either install the program in your system and play or just cancel the program from getting installed in to your system.  The temporary procedure of letting the third party poker site software in your my documents in the computer is enough to have your digital signature verified.

Well, that was a small explanation for why poker sites that tell that you need not download any poker software make you to download something to your system before you can start to play.  It is all to verify the authenticity.  This digital signature verification for installing poker software is quite important to prevent robots and computers to register to play in the site.  Despite all such verification procedures, there are software programs that play poker online.   If we identify such, we do something to stop it; else we continue playing that we are playing against a pro.  There is a mess in every field and poker field is no fool proof system.

The sooner you download the poker before you run the poker software in to your system, the program reads the configuration of your system before the program can get fully loaded in to your system. After the program verifies your configuration, it loads all the images of the poker room in to your computer.  Then from the poker software loaded in to your computer you can log in to the site with which you have registered.  By this method, the site has a track of from which system or IP the player is playing from! Got the idea?