If you're like me, you ran into an error while patching: it wants your cataclysm disc. Blizzard suggests a variety of time-consuming measures ranging from redownloading 4.0 to every patch to the entire game. Save some time and try this first:
Shut down your computer. Completely. Not sleep or hibernate or standby.
Start it up again and madly hit your f8 key until it stops beeping at you and starts giving you a screen of options.
Pick safe mode with networking.
Start WoW again and wait a few hours as it checks the patch, installs the patch, and then does who knows what else and apparently downloading even more.
Also, try to have around 20gb free before you try to install. The 5gb patch wants to use 20gb, temporarily.