I noticed and downloaded two additional files for BG 2. They are two Bin files, much smaller than the executable. What are these files for and do I need them?

There are three files total you need to install BG2:

setup_baldurs_gate_2.exe - 2.34 MB
setup_baldurs_gate_2-1.bin - 1.95 GB
setup_baldurs_gate_2-2.bin - 395 MB

All three need to be in the same folder before you can run setup.
If your .bin files are smaller, then they most likely got corrupted and need to be redownloaded.

Thank you. I checked the sizes and they were the correct size. The game installed fine :)