Yeah, pretty annoying false positive. Nothing you can't solve by temporarily disabling the WebGuard component on AntiVir when you're on GOG.com, anyway....

No alert with NOD32 & Panda 2011 here.

I've had Avira for about half a day. Got it with the PC for a year, so I've said why not. It made a huge mess as I tried to install steam on the pc (didn't even know for a few hours it was the cause), so I had to disable it. And then it hit me. Screw this, uninstall.

Your mileage may wary.

I think your Avira Product is throwing out odd false positives, odd because two sites using their engine did not find anything on GOGDownloader.exe:
http://virusscan.jotti.org/en/scanresult/aa5e556956118ae5247c266c720122a4f5c28df7
http://www.virustotal.com/file-scan/report.html?id=707eac7be3f08d76165097eba2f59fb5231ff1fc8aca2f66aa40c7d90ba0c926-1304848405

Edit:
Okay while scanning http://www.gog.com/en/frontpage Virustotal shows that the site is indeed flagged by Avira as a Malware Site. I am no customer of Avira or a Team Member of GoG but someone should contact Avira and ask why it has been flagged and request that it gets unflagged again!
http://www.virustotal.com/url-scan/report.html?id=f4c71ceb3118d291c615afddbb87883c-1304842474
http://www.virustotal.com/file-scan/report.html?id=d0b64e8ab2dcafe652fd44f0f0c2d1cf35044fb3634da7ecd107a4ce4be60348-1304849677

Some AV's are more picky about marketing-ware than others. Pretty much most sites you stop off at drop cookies in your browser that send info back to researchers as to what you use the net for - I think it helps advertisers plan better where to try and get their ads hosted.