Did you buy Reality 2 or Reality 4?  Reality 4 was just recently released.

The OpenCL version of LuxRender I believe is to support hardware assisted render using your graphics card.  You need to have a graphics card that supports OpenCL.  This hardware assisted render has been an experimental feature in LuxRender. That means it is buggy. If you are just starting out use the version without OpenCL support. You can always try out the OpenCL version later.