I am really un-familier with the setup of Lindows, but one would assume that you would download the binary setup file from netscape
here. However, I would suggest sticking to an open-source solution like
Mozilla, it offers more stability, less of a memory footprint, and support is much easier to acquire for open-source software.
However, like I said, I am unaware on how Lindows worked, I have not bothered myself with it. Maybe I'll read up on it, but the $100 pricetag will keep me away from installing it.