IF THE GAME'S DOWNLOAD SIZE IS LARGER THAN 2 GB, MAKE SURE YOU DOWNLOADED ALL THE FILES
Specifically, make sure that you have all the files in the same folder and that they are named correctly, for instance:
Just in case, right-click the setup_gametitle_version.exe file and select to "Run as administrator" to start the installation process.
IF YOU HAVEN'T USED THE DOWNLOADER, REDOWNLOAD THE GAME VIA THIS APPLICATION
This application literally double- and triple-checks the files it downloads, which makes it impossible to download corrupt files, unless the PC's hard drive or RAM is malfunctioning.
You can download it here:
To download the game, make sure the Downloader is installed on your computer, then log into your account:
and make sure the "GOG.com Downloader mode" is switched to ON before clicking the "Game installer" button.
IF YOU'RE HAVING PROBLEMS WITH THE DOWNLOADER ITSELF, GO HERE