"Please extract the attachment and replace the nwncdkey.ini file in your Neverwinter Nights Diamond game folder. Next please go to your My Account page and find the premium modules re-installer", under the Neverwinter Nights additional content. Download this file and install it. The modules will now be adapted to the new CD keys."

call me stupid but how do I extract the file

You should be good with any Unzip-Thingy there is.

GoG apparently uses 7-Zip:

http://www.google.de/#hl=de&xhr=t&q=7zip&cp=2&pf=p&sclient=psy&site=&source=hp&aq=0&aqi=&aql=&oq=7z&pbx=1&bav=on.2,or.r_gc.r_pw.&fp=3cf27ffa8e35af0d&biw=1280&bih=829

Some do not directly link to all file extension, so you have to right klick the file and choose the unzip option.