I, too, bought and downloaded GK2 using the GOG downloader. When it was finished, there was one ~2GB .exe file and *another* ~2GB of chunk files in the resulting directory. The .exe by itself is corrupt, and I didn't even care to try the .exe in conjunction with the chunk files as I'm burning it to disc after install (and not interested in using twice the disc space and transfer time to do so).
I'm downloading GK2 via my browser now, instead.
The GOG downloader works the vast majority of the time, but GK2 is not the only title to produce corrupt downloads (though I do not recall which was the other).
Post edited December 24, 2011 by ancientgamer