If you already have Firefox go to tools then add-ons. It will then show you what extensions you have installed. Click 'Get extensions' in the lower right handside. This will take you Firefox's Add-ons site, from there just search for Firebug, click install and then restart Firefox for the instalation to take effect.
If you don't have Firefox you can download it at firefox.com/
Its free and way more powerfull then IE.