Blizzard and EA both have online stores where you can get direct downloads, although EA's store is a bit evil, once you buy a download you have to get it within 30-60 days, after that the download will "time out" and you won't be able to download the game you've paid for any more - so make backup copies of the installer. Bloody stupid IMHO.
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EDIT: It's actually called GamersGate, now that I look at it more closely.