RAR or FreeARC gives you brutal compression when you tell it to optimize for (small) archive size. However, for 9 gigabytes, expect it to run for half a day.

If it's still too large then you may have to transcode video/audio data with some (lossy!) MPEG compression and build into your installer a transcoder that restores the original video/audio format (but not quality). I think you should first check out installers in the PC Games/PC Games - CD/DVD Conversions forum.
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Joe Forster/STA
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