Make sure all the installer files are in the same folder and have the same/similar names. Actually I seem to recall GOG unfortunately changing this at some point from them having to have similar names to requiring certain names.
An example of the file names could be...
setup_far_cry_2.0.0.9.exe
setup_far_cry_2.0.0.9-1.bin
setup_far_cry_2.0.0.9-2.bin
If naming them like that doesn't work checking the Properties>Details of the setup*.exe should tell you the GOG version, perhaps replacing the version number in those filenames with whatever yours says will help.
Also things like this really shouldn't be a problem when downloading. If you're using a download manager it may be renaming files without informing you, some even rename file extensions without asking or informing the user. If that is the case you should uninstall it and find something else.
Could also try using the GOG downloader
https://www.gog.com/downloader , then select GOG Downloader links when downloading the game from your account.