Dunno, probably. It's just that usually (in my experience), an installer is just a single exe file containing everything, and with all the data compressed inside the file. However, I have actually seen games distributed like that, where they've put the installer (which is already compressed) into a compressed archive containing only that one file. Which means that instead of downloading, say, a 5 GB installer file, you download a 4.997 GB archive file which you then have to decompress into a 5 GB file. Nothing much is saved on the download, you need a lot more local space, and it takes a long time to decompress the damned thing.

It generally would be great if 2k Games finally decided to join GOG. They are sitting on quite a pile of gaming greatness. Not to mention that Rockstar belongs to them. Would be great to finally have a release of Grand Theft Auto 1 that actually works.

Edit: Aaargh, okay, wrong, 2k and Rockstar both belong to Take-Two Interactive. At least I got it kinda right.

I agree, and I think that an ISO would be the best format. No double unpack (rar+setup) and accessible game files (not so inside an exe).

No ISO please, it annoyed me at BOH already because it's totally unnecessary.
Double packed isn't so bad, the archive is only for easier download anyway and I put the files inside in my archive.

Not installed, just downloaded. It's indeed the installation files collected in one archive file. I'm not sure if it was compressed or uncompressed (repacked it for my backup archives), but using archive files isn't always just about compression, it's also a good method for file verficiation.