The standard installer now uses fullscreen mode by default (press CTRL+F12 to switch to windowed mode in both), as well as Scale2X in lowres mode - this should work better on more machines, and improve the in-game graphics quality.
Both versions are available below:
Exile for Windows installer
Exile for Windows installer (Light Edition)
Since WHDLoad was mentioned, this game does not currently work with WHDLoad, however an alternative hard drive installable version was created which doesn't use WHDLoad. This is better for this kind of distribution as it can be redistributed freely (and legally!) without a WHDLoad licence without imposing a time delay.
The purpose of this, of course, is to be able to install Exile AGA (the most advanced version of Exile) easily on any Windows PC out-of-the-box, without having to mess with emulation settings, multiple downloads and setting up an emulated hard drive to run Exile from.