Firebride -
A GameHouse "stub" file is a small (653 kb) installer file which doesn't contain the actual game. When you run the stub it then downloads and installs the game itself. If you choose "save" rather than "run" when you click the download button at GameHouse, you can save this stub to your hard drive to run later.
What browser are you using to download the file? I have Firefox 3.5, and running files directly when downloading them from the web isn't even an option any more I think; you have to save it, for security reasons. But if you use Internet Explorer or Opera, you are asked if you want to run the file or save it. The GameHouse download page says to choose "run" if you can when downloading the file, but you don't have to. You can choose "save", then your browser will probably ask you where you want to save it to, unless you have it set to always save to a specific location. "Windows usually saves them in the Downloads folder which is located under your user name in the users folder on the drive where Windows is installed (for example C:\users\your name\downloads)," according to Windows Help and Support, when using Internet Explorer.
Having saved the stub file for a particular game, you can run it right away, or later that day, or as Merri says, you could previously run it anytime. Now GameHouse seems to have set some kind of time-limited lock on the stub, but for some reason, if I go through the weird procedure I outlined in my previous post, I can still get the stub to download and install the game days or weeks later, although Merri can't. Who knows why? Maybe it will work for you; try it. I hope this helps :).