Problem with installing

[Jeckie]

I downloaded the game and now when I click play it says:
You are about to install Mabinogi.I click next and it says:
All files for this game will now be downloaded through Steam.I click next again and it says:
Steam is now downloading Mabinogi, I click finish and nothing happens.I can't enter the game.What's the problem?

[Neku]

Try downloading it through the actual website: www.mabinogi.nexon.net