I'm not sure what file(s) the patcher downloads or where it is suppose to save them. If you can not find them, try using Windows Search to look for large files created in the last day (etc); you may need to go into the advanced options to search in hidden and system folders.
If you don't have Windows Explorer set to show hidden files and folders, that may help, as well (
XP, Vista,
Win 7).
If re-downloading doesn't help, try emailing support@larian.com, with a description of the problem and maybe a link to this post.