Try patching the game via Galaxy...
However at current stage Galaxy Client is - with all due respect, GOG - pretty crap and there's quite big possibility that auto patching will either fail (with error msg "access disc problem", or something similar) or did not start at all.
The workaround that I find:
1. Log out and disconnect from Galaxy
2. Log-in to your GOG account using gog.com web page
3. Go to your games library, select W3 "box"
4. Download patch 1.03 manually
4a. If you encouner "download not sucessful" eror or you end up with corrupted file ("filename.exe.part", instead of "filename.exe") make sure you have selected "English" as language for the patch in options before downloading patch
5. Install patch manually (run it)
6. When patch will finish, close any patch-related windows, launch Galaxy and log in. Go to W3 in Galaxy. Now Galaxy should commence patching and configure your game for 1.03 version
Post edited May 21, 2015 by Mr_GeO