a friend of mine just downloaded the WotLK client and has some problems with it.
First of all, an error occured when trying to launch the WoW.exe (The file "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)).
When setting the file manually to not write-protected, the error was gone. However afterwards the game startet patching itself and starting the Battle.net launcher.
Log in with your username (not email) and password.
When it comes to permissions, make sure it is not a read-only folder (right click -> properties -> uncheck read-only)