The installation files for X3 come as 4 linked .exes. When you run the first, it unzips the contents of all 4 to a temp folder and then autoruns an unzipped setup file. The unzipping process takes quite awhile and, knowing from previous experience that these files are temporary, I like to save a copy of them so I don't have to sit through the process again if I ever need to reinstall. Figuring others might find this useful as well, I thought I'd share the default path (at least on Windows 7):
 
C:\Users\[YOUR USER ACCOUNT]\AppData\Local\Temp\SONAR X3 Producer
 
There should be 13 files in this folder: a setup.exe, which I mentioned above, and 12 bin files. Bear in mind that, given that these are temp files, you'll have to copy them before you complete the installation process.
 
Cheers!