accept the window that pops up asking if its ok to run the file from Pando Networks.
Select where you would like to save the Discovery online installer, you will find the temporary files in this location untill the download is complete.
This is the Download screen, once here you can minimize the window and your computer will download the rest on his own. you can pause/restart the download at any time by clicking on the pause/start buttons.
When minimized you can check the progress of your download by clicking the icon in your system tray.