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I did, but it was clunky. 

Even before Xbox LIVE, using Xbox Connect, or similar software/services, you could connect to networked Xboxs, but it was still clunky.

Xbox LIVE made it easy and simple with a unified service.  That's why I don't understand what happened with Games for Windows LIVE.  How can a company that creates a great unified service on the Xbox impliment the same service on Windows (their own OS) so poorly?