yOU bought this computer without understanding it's use,
Wow, way to be a complete jerk. I'm sure the OP was well aware that the computer lacked an optical drive, and didn't think it would be an issue. For me, it never has been an issue, except for DPP.
OK, so you don't have some form of removable disk? How insane is that? Did you just not understand the purpose of removable media? How do you expect anyone to sell you products?
Haven't you heard? Rumor has it that the new MacBook Pro models will follow the trend started by the MacBook Air, and eliminate the optical drive to save space and allow for a thinner form factor.
This is the 21st century - we should be able to download everything without resorting to archaic removable media.
Remember the 3.25" floppy disk? Apple was the first major computer manufacturer to drop those from its machines. Today, show me a PC laptop that has a floppy drive? Gone. Poof. Optical drives are next. Get with the times!
If you're so archaic and hidebound, go crawl back into your Ludite shell. See, today there's this thing called "The Internet" and it allows something called "Downloading". Pull out your 26 volumes of the Encyclopedia Brittanica, grab the one labeled "D", and look it up. Of course, if you don't already own the 26-volume set, you'd better buy one of the last remaining copies - it's now out of print and available for download only.
Honestly, every other piece of software that I run, I simply downloaded for the install. Perhaps you're unaware that the latest version of Mac OS X (10.7 Lion) is not even availbale for purchase on physical media? It's download or nothing. Apple Aperture? Downloaded. Adobe CS5? Downloaded. DxO Optics Pro? Downloaded. DPP? Nope - insert CD. Thanks, Canon.