[quote]One day PCs will be like that…
[/quote]
Technically, that should be “once upon a time they were like that…” Back in the day, you had no hard driver, so you put your program disk in and turned it on. Sometimes that program disk was a game. 
Today’s PCs could accomplish a “put-the-CD-in-the-drive-and-boot” procedure, but the problem is that most users don’t want to exit their OS and shell. So we’re left with the matter of cooperating with the shell on installing and launching programs. In exchange, the OS provides us with sets of services that might not be available in a “all-on-the-CD” approach. (e.g. filesystem, ability to patch the game, driver updates, scheduling, etc.)
Now what I do see in the future is that computers will change their roles. Instead of purchasing a workstation where everything runs directly, the user will purchase a small multimedia server. This multimedia server will hook into your stereo and TV via wireless connections to shunt music and video from the internet to your home entertainment station. Wireless laptops that get their programs and data from the server can be purchased for those desktop apps you need.
Game consoles will be revolutionized. Instead of purchasing carts for your console, then fiddling with add-on hardware to attempt to get an experience close to what computers provide, your game console will instead connect to your home server and allow you to purchase, download, and run games off the internet. Save game storage and internet connectivity would be provided to the console directly by your home server. Optionally, games may come on CDs that are put into your home server instead of the game console. This would have the effect of making the console cheaper, yet more feature rich at the same time. More data could even be packed into games since it can always be cached on the server and downloaded to the console on demand.
That’s my dream anyway. 