Most probably that's because you didn't turn off your antivirus and firewall. I will quote my own post I made long ago - that helped some people.
Main things - turn off antivirus and firewall you use and you need to run installation file and game file as administrator.
For those who has problems with last update. Actually there was enough information on the forum regarding previous updates, I just compiled the advises from different people. After I completed the undermentioned routine I was able to get fully functional and updated game. Hope this also can help other people.
0) If your game doesn't want to install update (Patcher.exe is missing, for example) - most probably you will need to fully reinstall the game. Alas.
2) If you have any world editor layouts you created IN the game folder - copy them somewhere safe, since uninstaller will delete 3DXChat folder completely (Right, developers, who needs them anyway, we can spend more hours trying to recreate what we've done).
3) Uninstall previous version using standard Windows tools (Control Panel -> Programs and Components -> 3DXChat Client ->
Kill it with fire Uninstall)
4) Run regedit and search for entry: SexGameDevil (if you are not sure what's regedit and how to use - google it and be careful, since smashing your head against the keyboard and randomly deleting registry entries will result in system collapse)
5) Right click on the SexGameDevil registry entry and select "Delete".
6) Turn OFF all screens of your antivirus/firewall (refer to your antivirus manual to understand how to do that).
7) Open saved installation client and run it as administrator (Right click on installation file and select "Run as Administrator"). There is no difference in following installation routine.
8) You may add game folder to your antivirus/firewall exceptions list (yet again, refer to your antivirus manual to understand how to do that)
9) Open game folder and run 3DXChat.exe as administrator (just like with previous case - right click on 3DXChat.exe file and select "Run as Administrator")
10) Wait for the new update to be completed.
11) Do not forget to turn your antivirus/firewall on after.
12) Log in and do whatever you do in game (no advises here though).
P.S. Yes, your custom designed deluxe color palette will be gone. I heard that there is possibility to save old one and import it through the registry, but I will not give here any additional advises.
P.P.S. Thanks, developers, I missed happy hour in my favorite beauty store while I was writing this wall of text.