Flybywyre,
Browse to
http://www.microsoft.com/windows/ie and you should see a big ol' graphic on the left-hand side which will lead you to the setup program.
Hope you're on a fast and/or cheap link though!
(edited for Monday a.m. pre-coffee spelling problems!)
[This message has been edited by FlyingGiraffe (edited 04 June 2001).]