gamemaker alex, I sure don't want to be rude. I mean, you're on your way to making a game that's going to make you happy. That's cool.
[Bitching]
My question is this - why do you post Realm Crafter questions here? I mean, it's a Blitz Basic product to begin with, so I'm sure they have RC specific help over there. And RC has a forum. It just seems a bit odd to me. I wouldn't ask for FPSC help in the Blitz forums.
[/Bitching]
[Help]
I take your question to mean an installer much like Microsoft uses - you download a small program of about 100k, and it downloads all of the big stuff for you. Just get your hands on VS 2005 and make yourself one. On your server, you can have the file broken up into pieces, like Saikoro said. Your download manager will download each piece, invisible to the user. Upon completion, you extract each piece to the same directory and installation can begin.
[/Help]
Come see the WIP!