To be honest I dread having to download stuff in the background while playing so I prefer to force the game to install all updates at first run.
To do this you should try and create another shortcut to gw.exe but append -image parameter after the quotes. Here's a more detailed, step by step, way to do it (done on Ubuntu, but should be similar on other OSes):
go to Manage Bottles menu entry
choose your guild wars bottle
click on Run Command
choose the guild wars bottle and find your gw.exe file. Mine is in this path: "/home/silviu/.cxgames/Guild Wars/dosdevices/c:/Program Files/Guild Wars/Gw.exe"
append the -image parameter like so "/home/silviu/.cxgames/Guild Wars/dosdevices/c:/Program Files/Guild Wars/Gw.exe" -image
click on the Create Launcher button and name your new shortcut GW Updater or something like that
After the files download gw.exe will exit .You can't run a normal GW session with -image parameter appended. That is why you need to create the shortcut above. Now you can run your game.
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