I am from NA server registration and all but i also ordered from the SE digital download from Digital river , the conformation email u received has the "Serial Number/Product Code: xxxxxx-xxx-xxxxxx-xxx" in it . you need to take that # and go to your respected early access sight for NA it is http://preorder.na.finalfantasyxiv.com/ and i believe its for EU http://preorder.eu.finalfantasyxiv.com/( not positive on the eu sight ) but you input your serial number/Product code there , once you get that threw you will get directed to a completed page witch will have your 20 digit code for your EA items conformation. they will also after send you the email with the same 20 digit # for the items and where u need to go.
I had to keep trying about 10 minuets to get past the error 3 but keep trying it should go threw and you will be-able to download and play . I hope this helps