As tashmahalic explains in another comment, they use UDP hole punching (http://en.wikipedia.org/wiki/UDP_hole_punching http://en.wikipedia.org/wiki/UDP_hole_pun

As tashmahalic explains in another comment, they use UDP hole punching (http://en.wikipedia.org/wiki/UDP_hole_punching http://en.wikipedia.org/wiki/UDP_hole_punching) for the transfer, which the receiving side must understand. It is indeed a bummer to have to download an installer when you receive the file, but there's no way around it!