While using native UI widgets is a good idea, the default Aqua progress indicators look jarringly out of place in the overall UI. You might consider creating a custom progress bar for the client.
In general, having dual progress bars, (progress for n of m items along with total progress) is not a norm on OS X. It's not a huge issue, and in some cases, mighty useful. But usually, a single progress bar is used.
Given the way the Dock works, a better name than "dndclient" is going to be needed at some point.
For the ~/Library/Application Support/ folder, I know some people use the plist domain name for their folder, including Apple, but most people expect "Turbine" or "D&D Online", not "com.turbine.dndclient".
overall, decent job though, thanks for doing this!