Sounds like a problem with your internet connection. Try downloading Galaxy from here (1.2.44.30) and check the setup file size after downloading. Make sure it is exactly 191.376.264 bytes.

Validating MD5 checksum would even better solution. To do that press and hold Win key on your keyboard, tap R key. Run window should open, type cmd and hit enter. In the command prompt navigate to your downloads folder (type cd Downloads for default downloads folder), type certutil -hashfile setup_galaxy_1.2.44.30.exe MD5 and make sure the checksum is: 43a0bdf173d8feb193f4f2c07b0f3be1
Otherwise use a 3rd party tool like Md5Checker

Thank you for all the help. I clicked on the file you gave me mike_cesara and it downloaded GOG Galaxy. However it froze again but this time I just left it alone and walked away from the computer. After 10 minutes it was installed and it is running great. Thank you all for your help and time in this matter.