Dragon Age: Origins
It takes 3 different login/password combinations to use all the features of this game. Which would be a hassle but alright, if it were clear what they were.
Installed -> You need an EA master account. Created one. Logging to EA masteraccount provides a javascript popup over the EA masteraccount login to login to your bioware account. I thought I had none, cancelled, looked for where to create one. Gone there, tried to sign up. I couldn't, my email adress was already in use. Ah, I remember, I tried to sign up for SW:TOR beta.
Grep'd through my mail, found it. Signed into EA masteraccount, tried to sign in to bioware account. One general message "This username/password combination is incorrect". I assumed for half an hour the system meant my bioware account. Looked for ways to retrieve password on the web, reset it, tried again. Did not work. Finally I doubled checked my EA masteraccount login credentials. Made a typo there. Thanks for stating exactly which login failed (2 logins on one page with one error message, great idea). Logged in, finally working.
Started the game. CE DLC not working. Browsed for an answer. Found a looooooong thread on the bioware forums on google, could not access the forum thread, needs a new login. Created one. Read the thread, tried everything, found out that the updater service (WTF, why does a single game need an updater *service* which are meant for system relevant services). Started the service manually (start is on "automatic"). Have to start the service manually every time I want to play.
I have more examples: Steam, GTA4 (PC). I am frustrated as hell with PC gaming currently. Last time, I took a break from PC gaming for 2 years and switched over to XBox360. DAO makes me want to go back.