Hm... downloaded GK2 on friday with the Gog-Downloader. Everything went fine.
However, last time I tried to download something I had some problems and I remembered an anouncment weeks ago. There was a problem with a current update of the download manager and it didn't work at all.
So I deleted the gog-downloader and redownloaded it agaibn - and everything worked just fine. You should try this, too.
The game also works perfectlym, although booting the game can take a little while. :/