So I downloaded the 4 parts (for Windows 7) and I opened the exe file. It couldn't find the required file. I specified where it was and it still couldn't find it.

Deleted everything, redownloaded everything and put the 3 bin files and the exe file all in one folder on my desktop. Tried to use the exe file, still couldn't find the right file. I don't know what to do. I specified the right folder and it just won't recognize that it's there.

After downloading it all twice, I really don't think downloading everything a third time will fix my problem. Am I screwed or am I just being stupid and missing something? Please hellppppppppp

Did you change the file names?

It's pretty likely that your filenames are altered, as Alexrd mentioned. Browsers or download managers sometimes do that (e.g. adding a "(1)" to the original name).
Try installing the game with the GOG downloader.