Make a folder where you want all your GOGs to be installed (I'll use D:\Games\GOG in this example). Make sure there is NOT a folder in your program files called "GOG.com"
If you're on 2000 or XP rather than Vista or 7, you'll need a program called
Junction (don't worry, it's from Microsoft themselves, so the only thing you need to worry about is the commands I type up for you), put that program somwhere in your path, for example the windows folder.
Open a command prompt (run as admin if you're on Vista or 7) and run the following commands in order, substitute the real path as neccesary:
CD /D %programfiles%
MKLINK /J GOG.com D:\Games\GOG (for Vista/7)
JUNCTION GOG.com D:\Games\GOG (for 2000/XP)
Now you should have a junction, or symlink (not exactly the same thing, but similar enough for this exercise, NTFS supports both) called GOG.com in your program files directory.
Most GOG games install to the Program Files\GOG.com directory by default, Jack Orlando does not because it cannot handle dots in the path (instead the directory is called GOGcom), so you'll have to treat at least that one as a special case (or create a GOGcom junction as well if you wish).
All GOGs will THINK they're installed in program files, while all their data really sits at D:\Games, and I think the normal restrictions of program FIles (in Vista and 7) does not apply. This also does NOT mess with any other applications because it ONLY creates that GOG.com folder as a junction, not the whole Program Files folder. You can chose wether to accept the default path or tell the installer explicitly to install into D:\Games, doesn't matter.