Congratulations!!
I am glad to hear that you were able to start the game.
Many games need DirectX 9.0c or higher , and furthermore, some games need Microsoft .NET Framework 2.0 too.
Anyway, enjoy the game.^^
Does "the data" mean the patch?
If so, it is due to your anti-virus software that you cannot execute the patch.
You have to confirm that you have turned off your anti-virus software or given permission to access the patch.