There are two exe files dotNXT.0.0.2.setup.exe and dotNXT.0.0.2.blockchains.setup.exe - if i understood first have to instal first one and then second - if it is correct ?
Version with the block chains - is the version with preloaded block chain, if someone doesn't want to wait for all block chain download (which is pretty fast anyway).
dotNXT.0.0.2.setup.exe - is pure binaries version. You can use any of them.