"You are missing some files" error

So, for the first time I have a decent internet connection, and wanted to try out D3 multiplayer. For some reason, both with a LAN game on my roommate's local network, and in any other game, I am unable to connect. I receive an error message stating: "Missing files required: You are missing some files to connect to this server, and the server doesn't provide downloads"

Is there anyone who would be able to help me out with this? Thanks in advance!