Look in your:
Computer > C Drive > Program Files (x86) > OGPlanet > LostSaga
Look to see if there's an X-Trap folder there.
If there isn't, you'll need to keep downloading new copies of the Lost Saga client from different sites until you get a copy with the X-Trap files. Make sure to try to start the game after each download in order to patch everything up.
If there is a X-Trap file, ignore it. Go back to your LostSaga folder and drag and drop all the .dll files onto your desktop. After that, start the game again and let it patch.
It should work now. If not, post back here.