Download the appropriate installer from the official MSE download page [http://www.microsoft.com/security_essentials/]. Select Locales and Languages to pick the version you need. (For Win XP select link to ‘Other Versions’)
Be sure that you have removed all other security from the PC first except for the Windows Firewall. If Defender is installed and it is XP, remove Defender, too. On Vista/7, Defender will be disabled during the install.
Once you have installed MSE, it will immediately need the definitions and latest engine – download them from here – https://www.microsoft.com/security/portal/Definitions/ADL.aspx
Save the installer and the definitions file to a USB flash drive to carry them to the PC without network access.
You will need to manually download the updated definitions file periodically, too. I recommend at least weekly, but you can do it daily, if desired.