Which patch you use won't be affecting if the program starts or not, & while I agree install 1.9.exe has advantages, especially if you are doing a fresh install, if you still have problems, post again with some more information..
Operating system, Internet Explorer version, type of connection (dialup /cable/ dsl), any winmx add ins installed & we'll try to help.
Trying to run BendMX for WinMX 3.5x on Windows 9x/ME is known to cause this, for instance.