Go here:
http://www.oldversion.com/program.php?n=msnm
Pick a version and click on it.
When the download window pops up, click "Save"
Click the Symbol to the right of the "Save In" window and browse to a location where you want the file saved. (If you don't do much downloading "Desktop" will be easy to find).
After downloading is complete, close all other applications (except Windows) and doubleclick on the file you just downloaded....follow the prompts....