I wouldn't worry about it too much, the 'free' version of Rhythmos is rather crippled anyhow, having only two songs and lacking the touchscreen mode which is the only thing that would have made it interesting. Despite the different name and titlebar icons, it is identical to the 'demo' version already found on the SD card bundled with third batch units. Which I had, so all registration did for me personally was to start the Warranty Clock.
And the java download manager doesn't work most of the time in windows either, if that's any consolation. I'm not even sure the PC Manager is even needed, unless it hides your serial number inside the purchased executable during the transfer instead of when you download it from FunGP with the java download manager. Yes, you're being managed twice. Do the redundancy dance.