By The website, do you mean shop.dawnoffantasy.com ? Apprently "telecharger" means "download", so you took the correct action there. The problem sounds weird though, it should launch the updater when you launch the game and into that you're supposed to enter you key. Could you check that you don't have any other dof shortucts/executables in your computer or anything that would hint towards dof updater.
Hope this helps!