Okay, so after several hours downloading and installing, I breathlessly tried to open the game, to see what delights awaited me within.
Nothing. Two error messages, one says
Download /:0 version.txt fail!
I close that and a second appears.
Can't download version.txt su, ?dA?]w
Fabulous.
What is going on?
Very possibly a corrupted download/installation. The former can happen easily if you downloaded the big single file and if you have even a somewhat dodgy broadband connection.
Run the game launcher and take a look at the update/patch level that's in the lower right corner of the launcher window. Then go to the first page of this thread and follow Tigsman's instructions on how to manually patch the game. Start with the patch that *begins* with the update level your game is currently at and work your way up the list.
If this doesn't work you'll have to do a full uninstall of the game, using Add/Remove Programs (WinXP) or Programs and Features (Vista/Windows 7). After uninstalling the game, navigate to your My Documents or Documents folder and delete the RoM data folder that's in there. Then reinstall the game, run the game launcher, and allow it to autoupdate normally.