If you want to download it you can either go the online download route which can be a pain and really slow if you're in South Africa on 384kbps (sigh - does anyone else besides me think this is far far far way behind the times?) and / or have to do it to multiple household machines. The best route is to grab the offline installer, which can be found here.
Alternatively, you can start the online download from the Live Essentials download page and then cancel it, which will then give you more options to download again - one of which should be an offline installer option.
Information obtained for this post was from here and here.
[ UPDATE 2013-05-26: doesn't look like the original link works any more. Found a pointer to these links, from this page ]
To verify the validity of these links above, you can go to this official Microsoft page, which points to the same files (from what I can tell) ...
[ END OF UPDATE ]