Fenixp: As far as I know, the integrity check runs for all the data of the installer. The Witcher 2 installer has about 2 MB, yet the entire game is over 10 GB - and unless the integrity check of the 2MB file runs really, really, REALLY slowly, it has to check all the files.
Wishbone: Okay, then the only issue is to prevent the damned thing from running twice. It's quite annoying.
That's because of GOG's scripting.
Apparently they have it run the integrity check BEFORE elevating to admin privileges. Elevating to admin privileges means the program has to start again as an Admin, which runs the integrity check again. Annoying, yes.
If you right click the installer and select "Run As Admin", I think you'll see that only one integrity check occurs.
At least this was the case in the older installers, I'd have to check the newer ones and I'm not sure I have any new installs that run the integrity check.
EDIT: Bah, helps to read the thread
all the way to the end. Sorry about giving you the answer yet again!