Few things to keep in mind while extracting/installing the client:
1) Turn off your anti-virus software, do NOT just right click on it and hit "Exit" most anti-virus softwares will still continue running on the background even after doing that.
2) If you are unable to turn it off or pause the protection for a short while then disconnect your computer from the internet and uninstall it (if you are paranoid about getting heck right after uninstalling your anti-virus software).
3) If you are using Vista or Windows 7 Operating System, right click on the installer and "Run as Administrator", this is important.
4) The installer is 213MB, double check the size of it before running it and if you have a installer smaller than 213MB then it may be very possible that file became corrupted during the download and you'll need to download it again.
5) Once you have downloaded and installed the client, verify the ko4life folder size which should be 524MB. If you have anything below that number then something went wrong with extraction and you don't have all the files required to play the server.
If above methods fail due to your anti-virus/firewall giving you a hard time then Run=> services.msc stop and disable any services associated with your anti-virus/firewall as well as kill them in the process list then proceed with extraction/installation.