ShadowUser and installing softwares

Keep in mind, this is about LEGITIMATE softwares only, NOT softwares from an unreliable source.

Some SU-users wrote that installing new softwares is a vulnerable moment, because you have to reboot in Normal Mode to install new softwares.
I have been thinking about this, because I will be a SU-user too somewhere in 2006.

Suppose I have SU and these partitions :
"C:" contains my OS/Softwares (to keep it simple) and "C:" is constantly protected by SU when I have an internet connection.
"D:" contains the folder "My Documents" with a subfolder "My Downloadings", not protected by SU.

Suppose I need the software "IrfanView". In that case I would use the following method :

1. I download the installation file of "IrfanView" in the subfolder "My Downloadings", while ShadowMode is ON.
2. I reboot in ShadowMode and SU removes any possible previous infections on "C:"
3. I reboot in Normal Mode and I turn my internet modem OFF
4. I install and configure "IrfanView" (I don't have an internet connection at this moment).
5. I reboot in ShadowMode and turn my internet modem ON
I don't think there was any vulnerable moment in this procedure. Am I right or wrong ?

BUT what about softwares that need an internet connection during the installation ? Aren't these a problem ?