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How do I download Internet Explorer in full for later installation, or installation on another machine?

If you want to download a version of Internet Explorer for a different operating system, if you use Windows 2000, or if you want to download an earlier version of Internet Explorer than is installed on the machine in question, follow the advice at this link:
http://support.microsoft.com/default.aspx?scid=kb;EN-US;q257249

An excellent step by step explanation of the procedure described in Q257249 (complete with pictures) can be found here:
http://www.broomeman.com/support/wsiedown.html

Other articles about 'download only' are here:

Description of the Internet Explorer 5 "Download Only" Feature
http://support.microsoft.com/support/kb/articles/q221/9/88.asp

Changes in Internet Explorer 5.5 Download Only Behavior
http://support.microsoft.com/support/kb/articles/q259/6/76.asp