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Can someone tell me the benefits of Direct Connection mode vs Client Connection mode?

I understand the mechanics (Direct Connect bypasses the mylib.dll [or whatever] file(s), etc...) but what are the BENEFITS of doing it this way?

Which way is faster? Which way has the most secure connection? Which way uses the least bandwidth, etc...

Anything you can think of, I'd like to hear about.

Thanks -

Mike Z.

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