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If you don't already have access to a version of Visual C++, Microsoft now provides a free version: Visual C++ 2005 Express.

You can download it from http://msdn.microsoft.com/vstudio/express/visualc/ .  You will find a Download Now link to the right hand side of that page.  Clicking on that link will take you to a page that describes a number of options, one of which is to download the product.  In fact, clicking on it downloads a small program that, once you run it, performs the actual download and installation for you.   This is fairly common Windows installation practice, especially for Microsoft products.

Note that it's a large download, so you will need a fast broadband connection to be able to implement the installation within a reasonable time.   You will also need a Windows PC with sufficient operating system, processor speed, RAM memory and disk space resources.  See the product requirements for details.

The installation is relatively straightforward, but the download does take some time, so be patient!

Once you've installed it, you need to register.  If you don't do that, it will refuse to run after a certain time.  I found registration relatively straightforward;  it involves you supplying your email address, and responding to an email, but it was quite painless.