If you have bought a new computer or reinstalled your OS, bought a new motherboard (as in my case) and you need to do a clean install, make sure you save / burn the updates you downloaded on a DVD disk or external drive. It saves a lot of downloading time, as the LOTRO patcher isn't the fastest, plus it has to download individual files.
I found this out this weekend on a clean Vista installation. I thought I had all the book updates saved, but missed book 9 and that turned into a lengthy LOTRO launcher session. The patches you need are book 9 - 13. They are 500 - 700Mb big, with the exception of Book 11, that one is 1.2Gb ! It's amazing what has been added to the game in little over a year ;).
For Europe this post on the official forums has an overview of where to get the patches, so if you miss one, download it before you start the installation: List of patches and their download location.
I am sure the USA forums have a similar post somewhere !