Quite few days back Microsoft has released their latest Version of Internet Explorer 9 RC version. Though this was a disappointment for many of Windows XP users as this has an incompatibility issue; (may be it is a marketing decision for Microsoft) but it has gained a big leap in terms of Improvements.
Though whatever be the cause; if you have made your mood to just try out the new Internet Explorer available for the download the installer first, which is in the from of web installer (means rest of the files it will download later upon installation).
But in some situation I have found this web installer gives error if there is slow connectivity or the connection lost in the middle.
So if you have also came across the same situation then it is always best to have the full standalone installer first, here are the links to download the full offline installer.