Yes they are self-extracting, the BG patch I think asks you to creat a temporary folder where you unpack the files from the patch and then you run Setup.exe or something like this and define the path to the directory to where BG is installed (i.e C:\Program Files\Black Isle\Baldur's Gate). As for the other patches I believe you simply double-click them, and they install properly (they might ask you to set the correct directory where BG or BG II is installed but of this I'm not sure).
Anywayz if this is not working then unfortunately I too am out of ideas, one last thing that might be worth a shot would be to uninstall both games and do a clean install, and then try the patches.
If might also help if you tell us what operating system your computer is using and where your BG games are installed (i.e C:\Program Files\Black Isle\Baldur's Gate)