What’s the deal with program downloads lately? The last couple of downloads I’ve purchased off the net (Norton Anti-Virus for one), the download is for a small program that, when executed, goes and downloads the actual purchased program. Why not get the program with the initial download like most do?
I’m thinking it may be security - hiding the location of the DL server?
Or to allow for switching between various mirror sites, to share the down…load. 
One reason is that they may be trying to prevent people from downloading the whole program, and copying it to several other machines and install it multiple times. With a “setup” based system, you only have the setup program to copy which won’t allow further installs after the first. At no time during the install will you have all the files necessary to copy to another machine (in theory). Of course such systems are easily defeated by knowledgable people, they are only intended to stop relatively naive people.
Yeah, but it doesn’t matter, for they have the same programs for sale on CD.