Installing a program from the internet. To install a program from the internet, start your web browser. Find the website that holds the program you wish to install and click on the installation link. If you want to run the program immediately, choose either “Open” or “Run” and follow the installation instructions that follow. To open the program later, click on “Save” and proceed to download the file onto your computer. Then, when you are ready to launch the program, double-click on the program file and follow the installation instructions that pop up.