The BBC have had a desktop iPlayer app for some time but it was based on Adobe AIR and a little un-reliable. The BBC have announced all new native apps for Windows and Mac built that has been simplified and focuses on download and offline viewing of TV shows.
The new app has a much cleaner UI and should be a lot more stable than the old Adobe AIR based version, the parental guidance locks have been integrated with the iPlayer website and the player works better than the old version but there are couple of drawbacks. The app no long provides WMV files so you can only watch them via the iPlayer app and not through Windows Media Player or Windows Media Center, I use to use this feature a lot but I haven’t used it for some time. The app no longer has live TV or radio features in it as the BBC have decided to focus on the download functionality for now.
Overall it seems to be an improvement over the old Adobe Air version
More details on the BBC Internet Blog.