When i tried to run this game Bullguard put it in Quarantine and send it was malware and something about being a procss that was trying to hijack something ot other?

I won it on GOG so why would it say that?

It's a false positive. Some sub-par security suites are very prone to throwing false positives. If you are set on keeping Bullguard -- there are alternatives -- your best course of action is to zip up the game executable and submit it to your antivirus vendor, explaining the situation. If they are diligent, they will check it out and update their databases. You should always do this when your AV warns you about malware. It's the only way their databases catch 'in the wild' threats.