angelus04: Please help me
Connection problems are (usually) the cause of either the firewall/Antivirus blocking the downloader or ISP troubles. Assuming it's the same machine you always used, see if your firewall/Antivirus had any updates recently, and try whitelisting the downloader to see if it works then. A quick test could be to temporarily disable the firewall/Antivirus, but as always, only do a quick test to see if it works, then turn it back on (and look for the whitelist).
It is possible that the logger.log file in %localappdata%\GOG.com will have a bit more info near the end, but it's also possible that the only message will be "Connecting..."
truerock: 403 - Forbidden
What am I doing wrong?
403 - Forbidden is usually caused by a proxy server. The link you get from the webpage has a session id which is IP specific. If for some reason you visit GOG with one IP and the CDN with another, the link isn't valid, thus you get the 403 message.
Since the downloader works for you though, I'd suggest using that method, and should you have any more trouble, post here. Someone should be able to help you :)
Fr33Lanc3r007: 'gog.com downloader has encountered a problem and needs to close.' Is there any way to get it running properly?
The downloader requires .NET to be installed, though I can't recall if it's 3.5 or 4.x. You should have it on your computer already, but it is possible to either not have it, or that it has been somehow corrupted. The "Details" button in the error message should give a little more info on what's causing it, usually a filename. Depending on length of the message, it may be better to upload the message to pastebin.com (or similar) and post a link here, but if the message isn't too long, just quote it here (use [ quote] [ /quote] without the spaces)
Fr33Lanc3r007: I'd rather not download and install everything manually.
The downloader will only download the installation files, you will still have to install them yourself (though the downloader can run the installer automatically).