Only complaint I really have ever had with WHDLoad is getting your original physical disks converted to one of their file(s). Then again, I haven't spent a lot of time with the docs either.
-edited in the interest of keeping on topic-
In the case of WHDLoad files, not a terribly big deal because sooner than later - your favorite program turns up on the net and/or someone already took the time to create an installer for you to use with your originals, which has always worked without a hitch for me.