Right-click on the Guild Wars icon on your desktop and select "Properties".
Under the "Shortcut" tab, in the "Target" box, it wil say something along the lines of:
Code:
"C:\Program Files\Guild Wars\gw.exe"
change it to:
Code:
"C:\Program Files\Guild Wars\gw.exe" -image
...making sure to leave a space between the " and the -image.
Click ok.
Double click the icon to start the imaging process.
The "connecting to ArenaNet" window will open, and the progress bar will start "downloading files." This will take a long time - be patient, or leave it running overnight.
When it has finished, edit the shortcut again to remove the -image shortcut and you're ready to play.