If you're picking up the PC version of
Gears of War this week you should check out this
post over at the GamerScore Blog. When you first boot up Gears it requires you to patch the game and it's a bit tricky to figure out how to get the patch to install. To get the patch to run you need to exit out of the game and let the patch install, then go back into the game. It's a bit counter-intuitive but once you install it the game runs like a champ. A better solution is to download the patch first, install it, and then start up the game (the patch is available at the Gamerscore blog)