Finished game-runtime filesize is huge, how can I decrease the filesize?

I got the following problem:
Every time I export a game as a runtime, the files I get are about 60-70MB.
Even if I just export the default cube as a bge runtime I reach these ~ 60MB.

Am I doing something wrong?
I downloaded the “Dead Cyborg Episode 1” game today (made in the BGE) and it’s only about 30MB…?

Anybody’s got an idea?

blenderplayer dont needs all dll-s that blender needs
use dds textures