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Hi! Great post. I know its a little bit old, but as I cannot get it to work, I will leave a comment and hope that someone has the solution.
When I try to install the game, downloaded from gog, I get the following error:
“The program does not support the version of windows your computer is running” and after a couple of seconds “Ooops, no new executable found”
You are probably better off posting this question at http://portingteam.com/files/file/7181-planescape-torment/
Also you can try following these instructions as an alternate method: http://www.controlcommandescape.com/how-to/extract-games-from-gog-com/