After you click on the first part, it should extract files to your temp folder.
To see the files extracted, do this before you start the install (while the installation program is waiting for your input):
Go to Start menu and click Run... and then type
%temp% then OK.
Windows explorer will show you the TEMP folder and you should see something like this:
I copy these files and folders to save them elsewhere, then if I need to run Setup in the future I don't have to extract all these again.
MD5 Hashes of these files:
883cd29b50fe89160388d563fa2efcf9 *.\Setup.exe 587f0cc0562d8aeaf3b821db9621074b *.\Setup-1.bin 5d56a1b47e25c99c4297f4c998bde808 *.\Setup-2.bin dddbaf6834ce892a013df7aedf32b99e *.\Setup-3.bin df1af3787572a7fbcad9492b304bea76 *.\Setup-4.bin f9a9360a1d73acaf43b58094f7a9bbea *.\Setup-5.bin fcd5b35ddef1ca66f4dda5827a48c606 *.\Setup-6.bin 85c224b220fd3f0d0c9b2c1febfac3fa *.\Setup-7.bin c2f937b1b6bed241f55287115edffe24 *.\Setup-8.bin 025a8df408193c0a986961447c64de41 *.\Setup-9.bin dd73003ee373e4f5be7571ee5e9a16b2 *.\Setup-10.bin