today I bought GSX and I tried installing it (even over Network from another PC, which was in the same LAN), it always caused me a bluescreen (Machine_check_error) while downloading the "bglmanx.dll".
First, it's best if you DO NOT run the installer from a network drive. Always run it from a real drive.
In any case, an installer CANNOT, not even in theory, cause a blue-screen. Only programs with a special low-level access to your system that runs as as system service (or a driver) can do that, and an installer is not one of them.
The ONLY program that could have caused this, which seems to be confirmed by the fact you say it happened when downloading a .DLL, is a VERY defective and bugged antivirus, that somewhat crashed when trying to scan an executable that was being downloaded and caused the blue-screen. An antivirus, which always runs with special privileges as a system service, CAN cause a blue screen.
That's why we keep saying to DISABLE the antivirus when downloading and installing any of our products.