Just bought DAO and went to download it, and I ran the first setup file (part 1), and it says there's a missing installer file. I'm not really sure where to find this installer file if it's not included in the first download part.

You have to download all seven parts.
The setup_dragon_age_origins_ultimate_2.1.0.4.exe & 6 .bin files before you run the .exe
Then download and run the BonusDLC & hotfix

I have this same issue. I downloaded all 7 parts of the game and when i ran the installer it said there were missing installer parts. I tried several more times and received the same response. So, i tried to redownload and then ran the installer with the check file integrity option checked and it said that part 1 and part 3 were damaged. So i re downloaded those parts and ran it again with the same results. I sent a ticket to GOG but they apparently do not respond to people. I would like to think that GOG will either get me a copy that works, help me get this one working or give me a steam code for the same game. This has been one frustrating situation and if i can not get this fixed i may never buy from GOG again. Had i pirated this game i would have been playing it a long long time ago.

FYI, there's Galaxy for a Steam-like client if you prefer since your quitting the store for Steam anyway. I regularly download via the browser without having corrupt files. E.G. DownThemAll may help or the no longer advertised (but still working) GOG downloader or several third-party based GOG downloaders instead.
Correct, current file hashes:

i will try the hashes. I like the prices at GOG, but if the program is not going to work it is a waste of money. I really hope this works.

So, no one from GOG, nor your parent company is going to assist me in getting this to work? No one has even responded to my tickets or my emails or posts on facebook or here. Since you are not interested in providing me with the help needed to fix this issue im going to go ahead and pirate the game. I paid for it and i am going to get it.