For those 3 people who don't know what WHDLoad is, here's an explanation.
Most Amiga games comes on floppy disks. This was fine in the old days of the Amiga, as games tended to be small. Hard disks were not common. Long loading times and disk swapping were problems, however.
Eventually, hard disks started to become more common and many games (mostly flight sims, RPGs and strategy games) had their own installer which meant that you could run the game from hard disk - all the files would be copied into a directory. Other games without an installer could be run by using the assign command too.
But, there were a large number of games which couldn't be installed to hard disk. The disks would be in a non-DOS format, for copy protection reasons and so that the programmers could take over the whole machine. This often meant that the games wouldn't work on newer Amigas.
After having bought a shiny new hard disk, this wasn't good news.
The first attempt to solve these issues were to create individual installers for each game. However, it was likely that each installer would share similar code.
Jean-Francois Fabre and Bert Jahn created two separate systems to fix these problems. Jean-Francois created JST and Bert created WHDLoad. They encapsulate common functions that can be used to install games.
With WHDLoad, a slave needs to be written for each game. The data on the game floppy is read into a disk image on the hard disk once and the slave redirects floppy access to this file afterwards. WHDLoad has all the advantages listed in the first posting of this thread.
Essentially, you can run hundreds of Amiga games off the hard disk with a double-click and never have to worry about disk swapping, long loading times and incompatibility with your A1200 again.
WHDLoad is about $20 to register. Not registering means that a nag screen appears each time it is run. JST used to need registering, but it is now freeware and discontinued.
WHDLoad - www.whdload.org
JST - http://jffabre.free.fr/amiga/patches.html