WHY? it just tells me to check out their privacy policy. please help if you can.

There's a fairly obvious reason you're getting told to look at the privacy policy (hint, hint, it has something to do with the fact that they asked for your age).

Use the fileshack mirror: http://www.fileshack.com/file.x/14752/The+Elder+Scrolls+II:+Daggerfall+Free+Client

Thank you so much for that mirror, because of the Bethesda server swampage, my direct DFinstall was downloading at 4kb per second.

Bethesda's servers are probably screaming with the effort of attempting connections with so many people at once.