First check if OE is already installed. Start, Settings, Control Programs, Add/Remove Programs. Scroll down to see if it's in the list. For gawd's sake don't click anything except Cancel :-) .
If not you need to go get it. It's free from Microsoft (if their site responds !) or a bunch of other places - do a google search.
If OE is already installed, then fire it up and click Help, About to see what version. It might be incompatible.