Says my browsers dosnt associate a program with Gog?

This is a problem with the browser and the associations of the GOG.com downloader. Telling us the browser you are using is the first step for us to dig up the correct settings, or alternatively, click on the on button on the "Use downloader", since when it's off it will give you some links to download with your browser. Depending on what game you are trying to download, the downloader may not be necessary at all, though for the larger ones it's recommended.

What browser do use? IE, Netscape, Opera, Safari, or Firefox? I download with Chrome and it works fine.

First make sure you've actually downloaded and installed the GOG downloader. If you have and are still getting the error then to troubleshoot the problem we'll need the information the previous two posters have asked for. Alternatively, you can simply switch off the option to use the downloader and you'll be presented with a file (or files) you can directly download using your browser. I'm personally partial to just forgoing use of the downloader and downloading directly, as the downloader has been somewhat buggy in my experience (but I also have a very stable internet connection, while those with less stable connections will probably find the downloader better to use than direct downloads).

Try adding an .exe extension on the files you download.

Some of GOG's servers are still messed up, they've fixed a bunch of games, but some still remain like that. This started happening after the new update a week or two ago.

(assuming that's the issue you're trying to describe)

To me it sounds like he's on downloader mode without the downloader installed.