If problems arise, try adding the game folder to the exclusion list of your antivirus and repeat all the steps again.
Download Web Installer client
Downloading a small installer and downloading everything you need!
Download Zip with client
For manual extraction, not recommended for novice users.
Download the HL.exe launcher
In case your antivirus removed it.
Download update as a separate archive
To manually update the client if HL.exe does not work.