This has nothing to do with downloading, since you did not recieve any errors when you did that right.
So the problem is with installing the patch.
Now the problem is that the install program is not reading that you have the game installed. This is most likely caused by a problem in the registry entry.
Either it recorded the wrong path when you installed the game or you moved the folder after installing.
Another possibility is that you have installed a mod or edited files.
Did you install to the default drive and path?
Have you installed any Mods or edited any files?
Have you moved or copied the HOI2 folder?
So the problem is with installing the patch.
Now the problem is that the install program is not reading that you have the game installed. This is most likely caused by a problem in the registry entry.
Either it recorded the wrong path when you installed the game or you moved the folder after installing.
Another possibility is that you have installed a mod or edited files.
Did you install to the default drive and path?
Have you installed any Mods or edited any files?
Have you moved or copied the HOI2 folder?