The missing tags error has to do with the activation system. It usually occurs the first time you launch the game, but a few people have reported it at different points in episode 3. We are looking into this with Digital River.
In general, if you get a missing tags error, redownloading / reinstalling or getting an activation key from us works. Both are a little bit of a hassle, but it's a relatively easy thing to work around.
I installed a test order on a coworker's computer the other day, and he had that McAfee firewall running. It interfered with the download at first because it kept popping up asking me to give permission for the program to access the internet, and I didn't notice it.