Yesterday, I downloaded this using my browser into the three parts but whenever I try to install it by running the first file (the smallest one) it keeps on saying the file is corrupted and I need to download it again. I've tried doing this close to a dozen times already but I'm still getting the same message.
Any idea on what I can do to fix this? Thanks.

Have you re-downloaded all three files or just the executable (the small one)? It's probably one of the .bin files that got corrupted, so be sure you've re-downloaded all three of the files. Also, if you've done this and are still having the problem then try downloading the files using the GOG downloader instead of your browser.

I only tried redownloading the first file since I'm on a slow connection, but I'll try redownloading the other two now also. Thanks.