Hi davidson and welcome to Windows 7 Forums
You could try asking some gaming websites for advice on what they use. It certainly doesn't come cheap (as you have already stated), and virtually every method will be, is being, or has been, circumvented at some point in time.
I've just checked the exesecure site, and it does offer a guide on how to use it, plus a support and faq section. It would be counter-productive for them to provide too much information (and I'm not sure as to how much they do offer), as this would only help those who want to circumvent it.