Well its impressive simply because it broke the world record for 3dmark06 - which benchmarks a computers ability to play games. (Its safe to assume that a computer that scores higher on 3dmark06 would play a given game better then a computer that scores lower, but that's actually debateable.
As far as wishing it could be done without using liquid HE, well its slightly impractical for anyone to actually achieve that level of performance in any 'real world' situation - since the liquid HE is reverting to a gas state (as seen in the video) rather quickly, which means even if someone -did- try to play a game with that rig, it would only stay cool for as long as the liquid HE could be supplied. (I'd imagine that if their computer was placed in a more enclosed space such as in a bedroom, the amount of HE in the air would eventually become enough to give you the same effect as breathing in a helium balloon then speaking.