Conquest of the Horde

Hello, I am trying to run WoW on a PowerPC G4 MacMini (Yes, I know it's terrible but I don't have access to a real computer for a week), and when it tries to patch the freshly downloaded game it tries to go from 3.0.1 straight to 4.0.1.

What should I do? I downloaded the game off the link from one of the guides on this site.

You need to patch manually, I'm afraid.
You will need to download all the patches going from 3.0.1 to 3.3.5a.
Here's a download link that has alot of mirrors for every patch: http://www.wowpedia.org/Patch_mirrors_%28old_patches%29