You use the Gamefly client. Use the same account you purchased the games with and they'll be there for download/install. Bioshock 1 doesn't need the client after install, but 2 does.
I wasn't sure at first if it was a standalone download, but GameFly has a download client that also integrates with their rental service.
Edit: I'm actually a little impressed by their Unlimited Play category. I can't find for sure if you have to purchase a game first or anything, but I think it's just free for anyone who registers and downloads their client.