I've noticed that when I download games through the GOG.com downloader, sometimes the setup file is accompanied by .bin files (Amerzone) or other files (The Pandora directive for instance). I see this often, while just as often a game just has the setup.exe (note this is after the download has finished, these arent the temp "chunk" files you see while it is downloading. Because I back up all of my files, I'm wondering if these are just temp files from the download or if these are needed for the setup exe. Any one know?

The .bin files are an essential part of the installer, they are *not* temp files. As Lexor has said, games which are larger than 2 GB are split up into .bin files. This is because of file size limitations on some systems.

FAT32 has limit of 4GB, 2GB is size limit for Linux.

2GB is the limit for FAT16 which some USB memory sticks are formatted in.

Even a 1KB block size on ext2 has a 16GB filesize limit in Linux.

EDIT: Some further research on this showed that the file size limit on Linux was actually 2GB until the 2.4 release which was after I started using Linux. Learned something new today!

Ah yes, for FAT16 also, but it's so old (my USB stick is below 2GB so I have no problems). And I was using Linux in the older times that's why I said that :P

Yeah, sorry, that was my bad. Still, you would have left the impression that Linux has a 2GB file size limit which hasn't been the case for quite some time now :)

EDIT: Although I bet my computers wish there was still such a limit :P

Oh and one more important thing - 2GB is also max file size to burn on DVD in popular ISO system so it is easier to backup them that way and maintain compatibility.
(yes I know that you can burn files > 2GB but it needs UDF mode).