OK, found a solution.
I had one of those tweaked GUI:s and that seems to cause this problem. I did a reset to the original GUI and rebooted and... Voila! It downloads about 80 MB and installs without the big download.
My only problem is that I am back to the old horrible depressing GUI.... I can't make music with this GUI. I have to go back to Live or some other DAW until it is possible with other skins again. I hate light grey on dark grey!
Best regards