When you installed the game, did you do it in this order:
Install Ragnarok, Install Sakray, Auto-update Ragnarok, Auto-update Sakray, download and copy in your RO folder the
heRO monthly update (as indicated in the Readme file contained in it).
You must do it in *this* order, otherwise the game might be bugy.
PS: You only need to download the newest patch, the old ones are not needed as only the .grf is changed (which is the only new up to date change done in the patches).