Hi matey,
Some mixed comments there

Still to answer a few for ya.
Sorry about the download speed, but that's down to SWreg rather than me, I've done some tests and not had a particularly bad download speed. Hopefully you where just unlucky.
From the size of the above, you've just compiled, not compiled/packed the exe.. This means it will only work on your machine (or anyone else with cobra installed). Compile / pack includes the engine in the exe (sorry it bloats, but I have mentioned that in the past, I'm slowly working on reducing the size, but it is a slow process).
*edit* had to run off, here are a few more answers.
The runtime is packed using UPX, partly to stop it from being repacked (as this would break the feature to bundle the engine inside), the rest of it is packed using another packing process which should yeald the same if not better results to UPX. Only real scope for additional packing is the section of your own code (which may get packed too in future).
I'm probably going to make the FMOD binding available as a free / unsupported binding, generally FMOD's pricing was just too steep for an indie like myself to support, hence the change.
Help is being updated as we speak, there is a thread about it on the forums, includes searching as well as tutorials etc.
Price, it does mention 'may include local taxes', sorry nothing I can do about the tax man (again a thread about this on the site).
Don't forget to register your purchase at squeakyduck, then you can get to the updates (although I think you are up to date if you've just downloaded).