Okay.
Go to the main WoW screen, and type in your username and password. It should pop up a little window saying "Connecting..." when you do, and then you say you're getting a "Disconnected" message?
When the window that says "Connecting..." pops up, hit the Cancel button that will be on the window. It should take you to a "Suggest a Realm" screen... fill out the options and go with whichever one it tells you is recommended, unless you're trying to get to a specific server to play with friends.