So I signed up for a gog account to download dungeon keeper, and after I installed I noticed that there wasn't just a desktop shortcut to dungeon keeper, there was also one for deeper dungeons; I thought that it was an expansion pack? So it's a completely separate executable?

It is indeedly a brand new executable, but it is stored at the same location as Dungeon Keeper itself. It relies on the data of Dungeon Keeper.

actually i can't even start Deeper Dungeons!! I always have "Please insert DK CD--rom"