Desura has two ways of downloading the game. One is through its client, similar to Steam. Another is a stand-alone that you can download and install which don't require Desura. In fact, Desura required that I create a stand-alone before they could accept my game.
You can see this by going to the Desura site for Beyond Beyaan, then clicking on Demo. A window will pop up saying that you need Desura to install the game. At end of that sentence there is "(View standalone downloads)", click on that and it will show you list of downloads without requiring Desura.
However, one nice thing about downloading through Desura is that it also installs pre-reqs. You will need SlimDX June 2010 to be installed before running this game. It can be downloaded here: www.slimdx.org/download_june10.php (You want the Runtime one, unless you're a developer and want to tinker with the source code, in which case you want the Developer SDK)