PSN monitors the games that you play. Whenever to you go the Whats New icon itll bring up GT5 and usually 1 more game that you play often. The rest of the squares advertisements.If you click the GT5 link,as long as the disc is in, itll open GT5.
I think a PSN GT5 would end up being faster than the standard retail version. Even after enabling the progressive installation option and after installing the game, after several months of use my copy still reads much from the blu-ray disc. I wish they put a "complete install" option in order to make the PS3 read the disc only for movies and/or during startup just as a copy protection check.