Moving games without re-downloading

I recently purchased Sword of the Stars: Complete Collection on my laptop at a friend's house, because my internet is crappy satellite internet that only allows me a 375 MB download cap per day. I downloaded it there on that computer, then tried downloading it to a flash drive and transferring it to my desktop. Unfortunately, it doesn't prompt me to install the game, it just tries to run it without an install, so it says that the CD key is invalid, because its missing. How can I fix this?