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The size of the installation file (setup*.exe) is 104 MB, after installation the game takes only 58 MB on my HDD. Why the installation file is so large?
Presumably because the installer includes required runtimes, like .net and XNA.
Post edited October 04, 2014 by SirPrimalform
The Steam version places the .net & XNA redistributables in the game directory and the total size is ~64 MB.

Which makes Direct X the only thing I can think of that would otherwise increase the GOG Installer size.