Install the above in order. If running on Vista or 7, make sure you "run as Administrator." The last zip file is not an installer, instead overwrite the files wherever you did install the game.
A patch probably exists for the Linux version as well. I have not tried to track it down.
According to mrbass.org, you should install Enemy Territory and PunkBuster from the first file. Then install the "patch and follow the directions in the Readme file." Don't enable Punkbuster at the first profile screen or it won't ever enable. Join a Punkbuster enabled server and when it prompts you to enable it, then go ahead and enable it.
A friend accidentally enabled his at the first screen. He was able to tell the game to disable Punkbuster somehow (not sure if it was in the menus somewhere or if he did /pb_cl_disable). He then restarted ET and enabled it when joining a game and things worked.