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When installing Internet Explorer(IE), some might not get the option of just downloading the files. Which is nice when needing to reinstall later or install on several machines since not needing to download the files several times.

For IE 5:

ie5setup.exe /c:"ie5wzd.exe /d /s:""#E"

For IE 6:

ie6setup.exe /c:"ie6wzd.exe /d /s:""#E"

Note if you replace "/d" with "/d:1" then you will download for all operating systems.

More Info MS KB Q257249
More Info IEAK