Hi, Every time i click on the installer it takes the program along time to open, Once it does open and the installation starts, It never finishes. No error no crash nothing...

Which operating system and which game of the Shadowrun series?
On Windows, try running the installer explicitly as Administrator, by right-clicking it and select the option to Run as administrator. Or deactivate UAC. Also anti-virus software could interfere with an installation. Turn it off for testing. Go offline before, if you feel unsafe. (You find some details here)

The downloaded installer could also be corrupt. If nothing helps, use GOG's Downloader to re-download it. The Downloader checks file integrity.

Win 7 64 bit and dragonfall... I used the downloader to download the game.

If you've already tried the suggestions, re-download the game manually, without the Downloader and run it as Admin as suggested above.

Also if that doesnt work drag the file to the desktop and run it as administrator and install it from the desktop.