After numerous downloads (5 precisely; 4 "normal" 1 with downloader) all I get is a corrupted "setup_kings_bounty-2.bin" file.
I'm on windows 7.
Any ideas?

Tested on two machines,works like a charm.
Thanks guys.
Seems like you'r safe ...for now

Confirmed. Works here too.

Downloaded the new file two times now (1.228.139.977 Bytes) and still not passing the check and installation is aborted also (tex_undead_2.stream).
After downloading around several GB of useless files I still can't play the game... very annoying.

Installation works fine for me now. If someone still can't pass the verify-check, maybe the correct filesizes and checkums are helpful:
setup_kings_bounty-2.bin
1.228.139.977 Bytes
MD5: 2a361a7cefd012f7e05b18cf770dc80b
setup_kings_bounty-1.bin
2.097.651.968 Bytes
MD5: dc2d07951c9af3d199d8227ec014329c
setup_kings_bounty.exe
2.347.697 Bytes
MD5: 097a819fb2974b855a44d7e76d2c3f19
@ shugyosha
If you use the GOG-Downloader, try to donwload via browser. There are still problems with the downloader.

I downloaded the file via the browser 4 times now. Always the correct size but always corrupted. I don't know what to do anymore.
Instead of a game I bought a download lottery. Download, check/install, ah no luck, again...

Did you checked the checksums of all files? Maybe your first file is defect. If you need a program to do it, there is a german and a english wiki-page with an overview of free programs. Are there other programs with heavy internet connectivity or file scanning working in the background? Maybe you should deactivate them while downloading. If this all will not help you, you really should contact the gog service.

Maybe a stupid suggestion, but did you clear your browser cache and/or delete all of your temporary internet files? I've had problems in the past with both IE and Firefox somehow using cached files rather than downloading stuff afresh. Maybe you should try using a different browser to download the missing file and check again.

I did all this and it finally worked. Thanks.
Although after I completed the knights test and exited the building the game crashes every time to the desktop on all graphic settings with the error message: "pure virtual function call".

My pleasure.
The "pure virtual function call" seems like a programming error to me. I would take it up with GOG.com support.