I wanted to add this as a note:

If you have a connection that is not always on, such as dial-up rather than cable or DSL, you can cache more than one work unit at a time for the UD Agent. This way, your computer has work units to process even if your computer can't connect to the Internet at that moment.

See the thread on the Grid.org forums:
http://forum.grid.org/phpBB/viewtopic.php?t=4849