First time in a long long time trying this install.
I use the current launcher and it downloads the files fine so far as I can tell. It starts the game but the game just hangs on "connecting" with an exit button and never connects. It is as if it doesn't really install it tries to be stand alone software but then doesn't seem to want to work.

What am I doing wrong?

its a bummer no one replied to you yet about this. The game servers are down so it just hangs on "connecting". They should be up soon though... I think.