Improve one-line GDK install script

Overview

The one-line GDK install script works but there's a few things that can be improved.

Proposal

• Check if the running user is root earlier and bail if so.
• Include a preamble that shows what is about to happen and a link to the source for the install script.
• Include some logic to only execute the script if correctly downloaded (to avoid executing a partially downloaded script).