Still being worked on Chief.
However in the meantime, to stop Norton deleting the installer automatically, you can create an "exclusion folder" on your HD to download the game installer into, so that Norton doesn't scan it, and doesn't delete it.
What you need to do is create a folder on your HD specifically to download this installer into.
Then open up Norton - go to "settings" - find the section that mentions "Items to Exclude from Auto-Protect, SONAR and Download Intelligence Detection" - and somewhere in there you can click an "add" button, and then "browse" to navigate to the new folder you created. This will exclude it from being scanned.
Then, download the installer into that specific folder. Norton should not make any fuss then. This method will only exclude that folder from being scanned. Norton will continue to operate as normal for all other files that you download - as long as you don't save them in the exclusion folder.
Once the issue is resolved, you can delete the exclusion folder, and download the file in the normal way.
Hope this helps.