Hi Newbie,
Welcome to this Microsoft Project newsgroup
Assuming you're talking about Project 2003, when you instigate the download
you should be given the option of running the installation right away or to
save to your disk. Choose to save and select your deaktop. Later, just
double click the icon and it will install.
FAQs, companion products and other useful Project information can be seen at
this web address:
http://project.mvps.org/faqs.htm
Hope this helps - please let us know how you get on
Mike Glen
MS Project MVP
See
http://tinyurl.com/2xbhc for my free Project Tutorials