Ok guys I came up with solution for this. If your game buggs up and it starts downloading (It should not) Because this is a STEAM bugg, all you need to do is.
"Pause all downloads"
"Go to library"
"Right click on Skyrim icon there"
"And Delete all local content"
After this go to "My computer, right click on your DvD file it's /:E for me might be something else for you, and just Press Run/Instal or what ever it says"
Remember you need to stay logged in all the time in steam to do this otherwise it will bugg up again.
This took me two tries to get it working. And it's fine now, just keep trying. All you need to download is around 250 MB patch- AFTER your instalation gets done.
Hope this helps.
Sorry for typos and bad grammar.