Run: Using Internet Explorer and a few other browsers, you can left-click the 'installer' link and select an option to 'Run' the file. You must be an administrator on the computer to do this, or follow the prompts to confirm your permission to install. Alternatively, right-click over the link, 'Save Target As' or 'Save Link As' and choose the location to save the file to. Check the browser preferences if necessary to find out where your downloads are saved.

Save: On the download page, left-click the 'installer' link to save it to your computer. Windows: How do I install Audacity, and do I have to uninstall a previous version first?