It seems to be taking a long time to download but I am sure it will be worth it.
Phantasmagoria originally came on 7 CD's. It was full of filmed footage, which made it a lot larger than most DOS and early Windows games.
Tex Murphy: Tesla Effect is even larger, and will take even longer to download. Not only does it have filmed footage, but it uses higher resolution than Phantasmagoria, which means bigger files.
You just have to be patient downloading large games like this -- especially Tesla Effect.
Hope you enjoy the games.