Are you using, Vista? If so, try running as an administrator when you right click the short cut. If that doesn't work, right click on the shortcut, choose properties, and in that window there will be a tab for compatibility. In that tab choose run in compatibility for Windows XP. If that still doesn't work, I would recommend redownloading and reinstalling. There may also be something with your firewall, if you have one.
If you need a download link,
here. It is from Filefront, which you don't need to register for, and they are pretty reliable. Good luck with trying to play Rappelz.