Gibush: Ah, that sounds great. I'm gonna get it.
Sorry for being stupid, but could you explain some more about what to do? Move the file WHILE installing? I'm not sure I know what you mean. Do I have to download a GamersGate program as well?
Ah, sorry for being unclear. The games are DRM-free, but by default, the installer that you download from their site automatically deletes itself after you have installed the game. This means that you need an internet connection to re-download the game any time you want to install it. However, you can usually make a backup of DRM-free games on GamersGate by making a copy of the installer executable during the installation process. That way you can keep a full backup of the game, which you can then use offline.
When you buy a game on GG, it appears under your account with a download link. That link actually downloads a small downloader program (a few hunded kB) which then downloads the actual game. When you are done downloading, the installer starts automatically. At this point, you can go to the temporary directory and copy the file named setup.exe to some other place. This is the installer file that gets deleted when the setup is finished. After the installation is done, just select to keep the temporary files. Together with the setup.exe you then have a complete backup of the game.
By the way, at least for the first three X-COM games the entire game is contained in setup.exe, so there are no other temporary files that you need to keep.
Edit: Ninja'd twice again! I'm just too slow.