first thing I do is read the manual before I've even looked at the toy. Then I play with the toy, manual in hand, trying to tweak it to what I want. "Some assembly required" is one of the most beautiful sentences in the English language.
And that's why we love Dennis. I'm a big fan of the manual myself. Though I don't think its a strict gender deal, or if it breaks down upon those lines, its more along the questions and issues of usage than complexity as Keira has noted.
I also think that males might tend more to rearranging their life for the gadget, where females would seek a gadget that works with their life. That's at least the thinking as to why females were such strong and early adopters of laptop computers. It moved with them, as opposed to the desk tops that one sat down with an pretty much had to pay obeisence to. It didn't take its own furniture or have its own footprint in the house (much less its own room like computers sometimes and cars always). It moved with them. You didn't have to go through some kow-tow to fire it up or shut it down - you opened it, it was on, you closed it, it was off. There do seem to be males that enjoy the complexity of the set up as much as the toy - which explains the lust for Harley's in a world with much better built bikes.
But in the end I know just as many women with laptops, MP3 Players, Dick Tracy Cell Phones, exotic metal frame bikes and all the other techno stuff. They like their autos also. Yes they tend to prefer huge SUVs to tiny sports cars, but they have been known to fall prey to the latter on occasion, just like some guys like SUVs even if they are woman's cars.