If you see error above this most likely means that software on your PC is interfering with the connection - usually it's only temporary, but in case if you see this every time you tried to install your game please contact us here.
Also make sure to add following files to your anti-virus/firewall's exception list:
C:\Program Files (x86)\GOG Galaxy\GalaxyClient.exe
C:\Program Files (x86)\GOG Galaxy\GalaxyClientService.exe
Don't forget to restart Galaxy after above.
Also note that you can install your game manually using a backup installer.
Open Galaxy and go to Library > Game > More > Backup & Goodies and click on installer to download it.
Once it's downloaded, you can find it here, as default:
C:\Program Files (x86)\GOG Galaxy\Games\**GAME NAME**\!Downloads
You can use it for installation purposes.