Do i need to wait until all files download? If so what do I do with the bin files once downloaded?

You need to wait for all of the files to download. The bin files are the data files for the installer and it can't install without them. Leave them in the same folder as the setup exe. Once it all downloads, just run the installer.

Thanks for the quick response. Appreciate the help!

I tried this as I am having the same problem and it didn't work out. Currently using Windows 7.

Just download all the files and have them all in the same folder, then run the *.exe while doing nothing with the *.bin except for leaving them there. If you're using GOG Galaxy to install the game, just try doing it manually by downloading all necessary files straight from your browser, via your GOG Account Library.