immi101: simple solution:
keep the advertising to the web page and remove it from the installers. It shouldn't be there in the first place.
second, if GOG would start to always listing the changes whenever they update something, there would be a lot more positive reactions i would guess. Instead of the now common: "wtf, got changed this time" :p
Best solution. We are already customers, we have already bought games if we are running installers, we are aware of the site, etc. Put adds in the free games if you like, but they don't really belong in the purchased games.
We also need the change log as suggested.
Web based adds tied to the installers would NOT be received well. It would go against the core values of GOG (offline installers, etc.).