Oh bloodied 'ell... Sometimes I hate having new computers... I just DL'd the game(again), and trying to run the installer, it pops up with the MSDOS/CMDPrompt, and don't do nothin'. Let it sitting for about 5 minutes, still de nada.
Edit: I went back, found an earlier version and was able to get it going. If anyone else has this problem, go back and get the Tethealla_PSOBB_Client.exe, then take the patcher from there.