Click on the link to download the appropriate file (most likely the 32 bit windows version)
Once you click the link, you will be asked to save the file.
Save it to your favorite location (I use a dedicated directory called "Downloads" for mine).
I am paranoid, so I check everything for viruses.
Once you are sure of the files integrity, run the "exe" file to begin installation.
Choose your installation directory to begin.
Once your are done, click finish.
