WoW Error when double-tapping the WoW.exe

I recently downloaded the Cataclysm Warmane "client" so to speak, to play with my brother.
The issue i ran into was, that whenever i tried to open up WoW, through the WoW.exe file, it went blackscreen, as if the game itself was about to start up, but then immediately crashes, and gives me the popular "WoW Error" error. I have tried redownloading it, using Winrar to unpack the files into a new folder on my desktop, to then open the file as should be able to. But nothing works!

Any ideas / solution as to why this happens, since i REALLY want to start playing here? :/

Kind Regards, Malte.

Bump!
- His brother