That also happened to me. It would download hellgate_mp_dx10_x64.exe and then throw an error message. I discovered that there where still files being added to the tmp dir even with that error message, so I left it overnight (without clicking ok on error message) and it actually patched up. The game's lag is so bad that I am gonna wait a while before I try to play it again, got The Witcher and TF2 to keep me busy.