Can you try just playing normally? I think there was somethin about the game already having a bunch of stuff downloaded, by some manner, and the DVD was just for upgrading your account online or what have you.
Are you sure your installing it from the DVD?
When i got my DVD's all that was on the 2 of them was 2 installer files (wich was about 1.5mb or so), wich just install the downloader then downloads it.
Wich got me annoyed, since i had bad internet then. So i thought i would save ALOT of time installing it from the DVD, but no. I had to download it 100kb/sec...