Hey cooperkid,
I was having the same problems with other games like Silkroad Online.
I have got 2 solutions for you:
1.) First you need to turn off the firewall,Then do not turn your Firewall on or do not do anything just restart your compouter,....when's restarted (do you not turn on the firewall) then install UrbanMS.That was the 1st solution now my 2nd solution.
2.) Disable your Antivirus(AVG,NOD32) and turn off your Firewall then download again UrbanMS client and try to install it.
I hope it helped a bit.
Thank You!