The thing is that I don't have a downloaded file to save on a CD, just in case

You can make an "Archive" of IconPackager. This will allow you to install that version of IconPackager in the future using Stardock Central.

I wrote a mini tutorial on the archiving procedure in Stardock Central which you can read here http://corkyo.wincustomize.com/Articles.aspx?AID=83629

Note - Stardock has changed a few things since I wrote the tutorial, so the archive for IconPackager and WindowBlinds is no longer a ".zip" file, but some sort of Stardock Central specific file. You can still use the specific file in the same way as the ".zip" file indicated in the tutorial.

You will need to "Activate" again for IconPackager (as well as any other programs that require activation during the original installation, such as WindowBlinds).

Another thing is that the downloaded size was about 14 MB, while the purchased size was 23,53 MB. Is anything missing?

I would suspect that the difference is the fact that the purchased size also included the "Windows Installer".