I am having this same problem! I had originally downloaded and played W2 from when it first came out. I just decided to play again and so wanted to re-install but I keep having trouble.
Every time the download goes fine, the integrity check passes, the install begins, then at some point I get "An error occurred while trying to copy a file . . . . The source file is corrupted."
I have tried like 6 or 7 times over the past week, using GOG downloader as well as manual download. Every single time I get a problem.
I am a regular GOG user and have never had trouble with other games (or even with W2 before now).
Really puzzled how to get around this.
I contacted support and they suggested I check for hard disk errors (did that and none were found), try manual download (tried that and I get the same error), and disable anti-virus (did that too and still same problem).
Does anyone have another idea?