If you only have Reign of Chaos installed, you will only need to download and run the Reign of Chaos Patch. If you have the Frozen Throne expansion pack installed as well, you will only need the Frozen Throne patch.
If your game is already patched to version 1.21a, you will only have to install the upgrade patch version 1.21b. You can verify what version your game is by starting it up and looking at the bottom right hand corner. If you recently installed/reinstalled the game or have not patched the game in some time, you will want to download and install the full 1.21b Universal Patch.
