I've seen several posts on downloading the complete IE installation set so here goes...
Go to the IE site and download the ie5setup.exe file as normal... then - instead of just double-clicking it enter this at the command line where its located :
ie5setup /c:"ie5wzd.exe /d:1 /s:""#E"""
(exactly as its written on the line above , copy and paste if needed. cf.for win9x only:
ie5setup /c:"ie5wzd.exe /d:2 /s:""#E"""
for winNT only:
ie5setup /c:"ie5wzd.exe /d:3 /s:""#E""" )
You will then be prompted for a directory to place the files, and also asked for which OS you want to get the file for. (you get the choice from 95 to 2000, or all of them if you want.)