Sorry for the delay...
If you downloaded the game from this website and launched it from the desktop shortcut. It should first present you with a small patching window with a Fantasy Realm Online logo. It will download numerous new clients and show a progress bar. This step will not take long. When it is finished you can click the play button which should then present a small message box saying a new patch client has been installed please restart the game. Which then you should just double click hte short cut again and select either non-pvp server (default) or pvp server from the bottom right. Then click play..
Now the game will download all the content that is needed to play that server. (maps, graphics, music, sound, etc...), once its done the game will start and all should be good.
There are only three things I could see happening in your case...
1. The client you downloaded was from another site, maybe someone reposted it and its extremely old installer. The game used to start in a black window like you are describing. The installer hosted here at this website should be used. If you downloaded it from another source, uninstall the game and reinstall with the installer for windows from this website.
2. The game was launched directly through FROClient.exe instead of using the shortcut on the desktop. You should always use the shortcut or launch FROClientPatcher.exe. but in your explanation you were explicit in how you launched this so I doubt this is the case.
3. Patching failed on the little window that came up and you clicked play (I think the older patch client allowed you to do that). Can you check and see what hte message you are getting when the patch client finishes.
I will await your response.
Thanks
Chris