First off, what Windows are you running, XP, or Windows 7? You need to ensure you're downloading and installing as the "administrator" on windows 7.
1) Download the full installer found here:
http://www.animusro.com/index.php?p=downloads2) Wait for the download to finish, then find it in the location you specified (My Downloads, Etc.)
3) Run the installer. If you haven't installed Ragnarok before, it should create a folder called "Gravity"
4) Find the "Gravity" folder. If you're having difficulties, use the search function on your computer.
5) To "Patch" RO, double click the "animuspatch" icon.
6) Once finished, you should be able to enter the server with no problems.
If you're getting errors, or if you're unable to do any of what's listed, use the "Print screen" button on your keyboard to take a Screenshot, open up a program like Paint, and paste. Then save, and upload that picture to a site like Photobucket. This will allow people to see what you're having problems with first hand, and give you better help.