Hope this helps:
To get the Wotlk Exp go here:
worldofwarcraft.com\account\download\clients\pc\InstallWoW.exe
NOTE - convert the top link to a web link using the correct / and not \
Since its my first post, the site wont let me post a link so I had to do it this way
Download the 1Mb file then when you run it select WotlK exp.
This will download the exp. and install it on your computer.
Now to get the connection to work with your server you need to edit your realmlist.wtf. on the new patch (3.0.x) that file was moved into <world of warcraft install>\Data\enUS\realmlist.wtf
open that file up and delete everything in it and type this:
set realmlist 127.0.0.1
or change 127.0.0.1 to your server IP if you run the server on a diffrent box.
I also noticed that on vista the new installer wants to move the game from the default install path of:
c:\program files\world of warcraft\
to:
c:\Users\Public\Games\World of warcraft\
So your realmlist.wtf file could be in:
c:\Users\Public\Games\World of warcraft\Data\enUS\