Borderlands is a great game, but it fails on the PC because of the "console port-ness" the Devs left in the boxed product. IMHO
Enter the gamer community!
If you feel the same way as I do, that is to say the game does not feel like a PC game right out of the box, you can go-to this thread to find out wonderful tweaks to the game .ini files. What's not mentioned on the first page however is that a bug in the game engine over writes those files periodically, so you have to make them read only to keep any changes you made. That being said enjoy!
http://borderlands.wikia.com/wiki/PC_Tweaks edit: new web site for list of tweaks.