I just recently upgraded myself (heh, I finally mustered enough courage to do it and I'm glad - for now-) and found out that if you weren't dlding anything BEFORE upgrading or installing the LW, then the dlds window just doesn't appear.
Try seraching for sumthin' then dlding it. The dlds window should appear then.
I think it disapears everytime there are no dlds, both active or inactive, to display.

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iMac G4 OSX 10.3.9
RAM 256MB
LW 4.10.5 Basic
ADSL anything from 3 to 8Mbps/around 1024kbps

"Raise your can of Beer on high
And seal your fate forever
Our best years have passed us by
The Golden Age Of Leather"
-Blue Öyster Cult-