You don't need to burn the installer to a DVD, just as long as you have a copy somewhere external to your machine for a backup - USB stick, external hard drive etc.
And for all those Steam bashers out ther - yes I know it has its issues (Such as the fact that the last game I paid for has been downloading for 3 days at 10kb/second on my high-speed cable connection), but at least you never have to worry about losing your digital copy!
