I downloaded the game but I can't get it ot work

Hello,

I started playing wow before cataclysm. After Mists of Pandaria was announced I started getting uninterested because the game was getting to easy and I couldn't find anyone to play with. I just learned about these private servers recently and have been dying to play Wow WOTLK.

I got the download link from this site and downloaded the game on BitTorrent. I can put my password in and it works but after that the game says I need to download a patch so I have to get off the game and download the patch. It downloads 100% but then I'm greeted with this :

The file " file name C:\Users\Downloads\Wrath of the Lich King 3.3.5a\WoW.exe" is read only and cannot be overwritten. Please try installing to a different location. (ConflictManager::DeleteFile)

I am terrible when it comes to computer things and I have no idea how to make it work. I would really appreciate it if someone could help me out because I really want to play this version of Wow.

Thank you in advance.