The installer should have an option for 'client only' so you end up with psql, pg_dump and friends but not the database.
From http://www.postgresql.org/download/windows :
pgInstaller packages are only being maintained for PostgreSQL 8.2 and 8.3. 8.3 pg_dump returns error for 8.4 database. So there is no such option. Andrus. -- Sent via pgsql-general mailing list (pgsql-general@xxxxxxxxxxxxxx) To make changes to your subscription: http://www.postgresql.org/mailpref/pgsql-general
