A lot of software companies that don't often do OSX development aren't used to the Mac way of doing things, and so they throw their installers together with a minimum of thought and just use the default settings of having the OS reboot at the end of the process. I mean, look at the Sony Reader app itself: clearly not a whole lot of time and effort were spent on putting together quality software. Once the install process is complete, you can just force quit the installer by using the Apple menu - Force Quit, and then choosing the installer from the menu.
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