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If you follow this link;
http://www.gog.com/forum

On the bottom left-hand corner is a list of all the game forums. Many, many questions have been asked and answered in each specific game forum but if you don't find an answer, feel free to post it - many forum members like to help. (Also if you make your post a question and then mark the most helpful answer, that person gets some extra rep - though most answer just because they enjoy it and not for any gain).

Welcome to GOG - there's lots of older peeps here, so you'll probably feel right at home ;-)
I wish I could return to the time when I first discovered GOG. So many games, I couldn't decide what to buy first. Like a kid in a chocolate factory. :D
Don't worry Don these are MUCH easier than the old days! I still remember writing and rewriting Config.sys and batch files, assigning virtual memory and other old tricks of the trade needed to get games to run. Ah DOS I miss thee. Uh, but GoG as fun as it was, please keep your files as plug and play as they are ;)

I DON'T use the downloader Don - when you buy a game you just click on the game in your "library" and it gives you "links" you can click to download. I always go with "save as" and save it somewhere, you could just as easily run the file from there (right?). After I save the file I double click it and install just like you would any other program! No messing around like DOSBOX - install and play away!