You have to download them.
I use Firefox. It's only 28MB compared to I.E.'s (something like) 350MB.

It's very sleek and takes only 2 minutes to install.

I love it because it has an automatic spell check, and I can magnify any/all web pages to any size I want. This is great when I need larger fonts, or want to enlarge a picture. Also, I've noticed that blog pages always appear too small. There is too much margin space on each side of the page. So I enlarge the page to fit my screen and everything is nice and large.
My only regret is that I waited so long. People had been saying for years to download Firefox. But, I thought it was going to slow down my computer. NO, I.E. is S.L.O.W.

In fact, I still have I.E. 6 on my computer. I never upgraded to I.E. 8 as I haven't used it.
Firefox:
http://www.mozilla.com/en-US/firefox/features/
When you install it, it will ask you if you want to import your I.E. bookmarks. Check Yes. Also set it as your default browser. (You can always change it back to I.E. or change it to Chrome, if you prefer.)
I haven't downloaded Chrome as Firefox works well for me and I haven't needed it. Chrome is by the Google company.
Chrome:
http://www.google.com/chrome/
These links are for Windows XP or higher. If you need Win ME or below, let me know, I'll look for the versions that will work for them for you.
