It seems that you're using an outdated browser. Some things may not work as they should (or don't work at all).
We suggest you upgrade newer and better browser like: Chrome, Firefox, Internet Explorer or Opera

Yesterday, I downloaded this using my browser into the three parts but whenever I try to install it by running the first file (the smallest one) it keeps on saying the file is corrupted and I need to download it again. I've tried doing this close to a dozen times already but I'm still getting the same message.
Any idea on what I can do to fix this? Thanks.
This question / problem has been solved by Ralackkimage
Have you re-downloaded all three files or just the executable (the small one)? It's probably one of the .bin files that got corrupted, so be sure you've re-downloaded all three of the files. Also, if you've done this and are still having the problem then try downloading the files using the GOG downloader instead of your browser.
I would turn off any firewalls you may run whilst downloading this as well as those can cause problems.
I only tried redownloading the first file since I'm on a slow connection, but I'll try redownloading the other two now also. Thanks.