If Microsoft has not moved the file (and their FTP site is not overloaded) you should see a "SAVE FILE" box shortly. Save the file to C:\WINDOWS. Once the file is downloaded use windows explorer (or START-RUN) to unarchive the filelist of utilities. You can of course select any directory that is in the path to store these files.
If you experience trouble contacting Microsoft click on the link below and search for the file "olddos.exe".
Click Here To Enter Microsoft's FTP Site