Yes, you should have launched the base game first, and once you have, there is a specific order that you need to patch and install expansions in. I recommend you completely uninstall the game, than install it again and run it at least once. Having done that, go to the Shock Force store page and find the "patches" section, there it will tell you what patches you are going to need to install and in what order with the expansions.
Edit: Make sure you launch the game at least once after every patch/expansion you install.
