You will also be required to register with Microsoft. If you have a Hotmail or Windows Live account already then use that. If not then you will need to sign up (it is free) for one.
You'll need a reasonably fast Internet connection to the PC where you are going to install Visual C++ 2005 Express Edition. Dial-up will not cut the mustard for 330Mb downloads!
On the next page : Instructions for the download and install.