I just did this earlier today for Internet Explorer 6.

It's a long command:
First off, you need to download the installer file. It's called ie6setup.exe. Save it to a folder on your C: Drive called ie6 (make a new one, whatever). Then type the follow command exactly as it is here, cut and paste if needed.
"c:\ie6\ie6setup.exe" /c:"ie6wzd.exe /d /s:""#E"
That will save all the *.cab files to your c:\ie6 directory. Click on the ie6setup.exe inside that directory to do the install.
If you save to a different folder (say c:\diff), change ONLY the "ie6" part. It would be:
"c:\diff\ie6setup.exe" /c:"ie6wzd.exe /d /s:""#E"
*edit* you DO need the quotation marks. Put it in exactly like that.