Or more simple: Ship the retail game without a launcher (the .exe) and on release day, when you do the online authentification, you also download the 4MB of missing file(s). I don't see how pirates would be able do code a working .exe by themselves..
And another idea: if your game uses Steam as DRM (like Football Manager 2009, NBA2k9 and all Valve games) simply integrate the exe inside the steam client; then when the game ships steam would get an update containing the launcher. This means it would be even harder to pirate a game, you would basically have to crack the steam client..
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