But you said that you already downloaded it.
Grab the WoW-2.1.3.6898-to-2.2.0.7272-enUS-patch (or whatever locale you are) file from the directory it downloaded *to*. Move it to where you have your WoW folder now. Double-click on the file to install it. Don't be so frightened.
I manually download my patches from fileplanet every update and manually install them.