I'm running Spiral Knights on my Macbook, and I've installed the game alright, Java is all okay and I played through the beginning easily enough, until I got to the end of the area, entering the rescue camp I think. A screen came up with a little dialog box which said it was installing the rest of the game/downloading data, but nothing further happens. I've left it for a while, and it just sits there, nothing is downloading or anything.
I tried deleting and reinstalling the game, but that didn't change anything.
I created a guest account and again played easily through the first section, but got stuck at that same downloading screen.
The text of the box entire reads:
"Please wait while we install the rest of the game.
Downloading data
m.complete_remain(70, 13:16)"
While the message appears to not be working properly, the 13:16 represents how many minutes and seconds left before the rest of the game downloads. This is normal. The game is designed to download just the initial resources for the introduction first and then retrieve the rest of the game later. I suspect that at this time you have long downloaded the rest of the game and continued your adventure.