Question on downloadable vs retail version.
 

I ordered the sam and max bonus disc 2 days ago which also gave me downloadable versions of season 1. Is there a difference between the versions offered off the website, and the ones on the bonus disc other then keeping the disc in the drive? I can't remember, but I thought I read a few months ago about patches for the season 1 episodes.

And I already downloaded and installed episode 1 off the link given to me by the store, will that cause any conflicts with the episode 1 on the disc?

The actual games on the disc are the same as the download version, except that the disc uses SecuROM activation, rather than internet activation. Plus the disc has a whole bunch of bonus features (both DVD-Video and DVD-ROM).

The installs won't interfere with each other as they go into separate directories. You can have both the downloaded version and the disc version installed at the same time - but they will have separate save games etc.