Tried to run it and it gives me an error. Tells me that a file is missing. blah blah blah.ocx.

What gives? Can someone just zip all the files up and rapidshare it like last time?

Google the missing file?
Does that error message (which tells you exactly what is wrong!) really need an FAQ entry?
You're missing a file, it's not rocket science.

Google the missing file?
Does that error message (which tells you exactly what is wrong!) really need an FAQ entry?
You're missing a file, it's not rocket science.

But what happened to the simple zip file we used to have? Why do we need a whole new installer for this?

Under the download tab (on your left), you can download the installer or the client download (the .rar file).
The client download comes with almost nothing, while the installer comes pre-packaged and ready to setup about 75 .blo files.