Sure hope you are downloading from a legit site.
Any way, I assume you are downloading an iso file.
That iso file can be burned to a DVD (you'll need 4GB size) which most are.
Or better yet. put the ISO on a usb stick.
Myself, I prepare a usb stick and then use 7-Zip to extract the iso to the usb stick which must be at least 4GB and 4 GB is ideal.
Here is how to prepare a USB stick.
PREPARE A UFD FOR USE (USB FLASH DRIVE)
Run CMD.EXE as administrator
Type following commands and hit ENTER key after each command.
DISKPART starts the DiskPart program
LIST DISK shows numeral assigned to disks
note the numeral assigned to your usb stick
The numeral 2 will be used in this example
SELECT DISK 2
DETAIL DISK the info shown will confirm the correctness of your selection
CLEAN ALL the entire usb stick will be overwritten with zeros
This can take awhile if usb stick has large capacity.
Keep the faith-the DiskPart prompt will eventually return.
CREATE PARTITION PRIMARY create a primary partition on the USB stick
FORMAT FS=NTFS format the partition
ACTIVE the partition can contain operating system startup files
ASSIGN the next available letter is assigned to the USB stick
EXIT exit from the DISKPART program
EXIT exit from the command shell
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If your usb stick balks, then you know now that the stick is bad.
You can tell 7-Zip (which is free) to extract an ISO to the USB drive.
7-Zip