It's generally a good idea to be specific (error messages and so on) about what sort of problems you're having.

You could also check the support page for MM8 - http://www.gog.com/en/support/might_and_magic_8_day_of_the_destroyer

Sorry only my second game downloading. The problem is i cant get passed the downloader. Everything just stops working and acts like nothings wrong. I looked at the support pages but it does not go into depth

If you're having problems with the GOG downloader itself, you can try getting the file through your browser. It's only a single file and should download fairly easily.

If you mean the installer stops and does nothing for a long period, just let it do its thing - I've heard it can take up to 20 minutes on some systems. Or, you can skip the integrity check altogether.