Turn off your anti-virus program, and then try again.
I know, sounds fishy, but everyone on this forum can assure that the program is safe; however, anti-virus programs lately have been identifying the patcher as a virus (Specifically, an unspecified, generic trojan), due to the fact that it's a program designed to change the code of another program. Sometimes it blocks the program fm running, otehr anti=virus programs will simply delete the file on-sight.
Once the patch is installed, you can delete the installer and rar file, and turn your anti-virus back on.
I would suggest disconnecting from the internet as you do this, though. Don't want to leave yourself open to attack.