I have downloaded this entire game, but the thing keeps downloading and won't start downloading my other games. Why?

Using the GOG Downloader, I presume?
I've had similar issues with random games, where it hangs at the end of a file's completion and doesn't go on to another. If you quit the Downloader and fire it up again, after a little it will check the file again, note that it is completed, and then proceed on to the next file. Weird, but at least you don't lose the progress like I first feared when I tried this trick.

funny my steam downloads would do this. fixed about the same way also i would pause then unpause and it would be fine.

Sometimes the pause/unpause will work, but the quit out and return always has worked for me.