I think 4 MB it's not much, but you can make it smaller although I never tried. Take a look at the FAQ and search in the forum to know what you can do to strip from binary.
I use ASPack to compress the binary. Anyway, file size isn't an issue nowadays with 500GB HD the standard.
I'm more concerned about the ability of the compiler to detect code problem instead of the External:SIGSEGV error.