This goes in the emulation help section.
Anyway. You should have just used the old installwow.exe that's been floating around. Here's a link:
clicky.
To make sure everything actually works out, you should just reinstall WoW with that installer, making sure to select WOTLK when given the opportunity.
Also, for future reference, 3.3.5a doesn't mean you have WOTLK installed, it just means you're on the last WOTLK patch. (In retail, for instance, you can play on patch 4.1 without cataclysm installed.)