Originally Posted by Dr Millmoss
Okay, so it doesn't auto-run? You have a chance to move the installer somewhere else before it does its thing?
It auto-runs - just quit it
Edit: The key is move it from the applications folder. If it's not in the applications folder, it doesn't delete itself. I verified this - on my Mac Pro I let it download, I quit the auto-running of it, made a copy to another hard drive, and then started it up from inside the Applications folder. Sure enough, when it was all said and done it deleted itself. I made a copy to the second hard drive on my MacBook Pro, ran it from there and when it was done the installer was still on my second hard drive.
You could go through the hassle to extract the disk image, but it's not strictly necessary if you are upgrading a working machine.