Update2: I abandoned the second attempt after this:

Output folder: C:\camelbox
Create folder: C:\camelbox\bin
Created uninstaller: C:\camelbox\camelbox_uninstaller.exe
Downloading: http://camelbox.googlecode.com/files/perl-5.10.0.2008.101
+.1.tar.lzma
Extracting perl-5.10.0.2008.101.1.tar.lzma
untgz::extract -zlzma 'C:\camelbox\perl-5.10.0.2008.101.1.tar.lzma' 
Writing .cpan/Metadata
Writing .cpan/sources/authors/01mailrc.txt.gz
Writing .cpan/sources/MIRRORED.BY
Writing .cpan/sources/modules/02packages.details.txt.gz
lzma_read: Decoding error (1)
gzread: error decompressing
Error: Failure reading from tarball.
Unzip status: Error: Failure reading from tarball.
Deleting: C:\camelbox\perl-5.10.0.2008.101.1.tar.lzma
Delete file: C:\camelbox\perl-5.10.0.2008.101.1.tar.lzma
Downloading: http://camelbox.googlecode.com/files/gtk-core-bin.2008.09
+4.1.tar.lzma
Extracting gtk-core-bin.2008.094.1.tar.lzma
untgz::extract -zlzma 'C:\camelbox\gtk-core-bin.2008.094.1.tar.lzma' 
Writing bin/gdk-pixbuf-query-loaders.exe
Writing bin/gspawn-win32-helper-console.exe
Writing bin/gspawn-win32-helper.exe
Writing bin/gtk-query-immodules-2.0.exe
Writing bin/libatk-1.0-0.dll
Writing bin/libcairo-2.dll
Writing bin/libgdk-win32-2.0-0.dll
Writing bin/libgdk_pixbuf-2.0-0.dll
Writing bin/libgio-2.0-0.dll
Writing bin/libglib-2.0-0.dll
Writing bin/libgmodule-2.0-0.dll
Writing bin/libgobject-2.0-0.dll
Writing bin/libgthread-2.0-0.dll
Writing bin/libgtk-win32-2.0-0.dll
Writing bin/libpango-1.0-0.dll
Writing bin/libpangocairo-1.0-0.dll
Writing bin/libpangoft2-1.0-0.dll
Writing bin/libpangowin32-1.0-0.dll
Writing bin/pango-querymodules.exe
Writing etc/gtk-2.0/gdk-pixbuf.loaders
Writing etc/gtk-2.0/gtk.immodules
Writing etc/pango/pango.modules
Writing lib/gtk-2.0/2.10.0/engines/libpixmap.dll
Writing lib/gtk-2.0/2.10.0/engines/libwimp.dll
Writing lib/gtk-2.0/2.10.0/immodules/im-am-et.dll
Writing lib/gtk-2.0/2.10.0/immodules/im-cedilla.dll
Writing lib/gtk-2.0/2.10.0/immodules/im-cyrillic-translit.dll
Writing lib/gtk-2.0/2.10.0/immodules/im-ime.dll
lzma_read: Decoding error (1)
gzread: error decompressing
Error: Failure reading from tarball.
Unzip status: Error: Failure reading from tarball.
Deleting: C:\camelbox\gtk-core-bin.2008.094.1.tar.lzma
Delete file: C:\camelbox\gtk-core-bin.2008.094.1.tar.lzma
Downloading: http://camelbox.googlecode.com/files/imagelibs-bin.2008.0
+89.1.tar.lzma
Installer encountered the following fatal error:
'Cancelled'; Aborting...
[download]

I got to say that it looks more like the unpacker (untgz rather than the transfer to me...but I guess I lucked out until someone else encounters the same problem.

And despite my having checked the Keep downloaded archive files after the installer exits checkbox, it went ahead and deleted them anyway?