The
FSOpen Installer is your friend! Just download and run the installer (it's a Java program, so you need to
install that first if you don't have it already), and you'll be able to grab the latest builds, the MediaVPs, and a selection of the most popular mods. You'll be presented with a list of download options, so just pick what you want and then let the installer do its thing. If you have any questions about what to pick, just ask!
Random side note: your thread made me realize that the stickies in here are in dire need of an overhaul. We have three separate threads with manual install instructions taking up space up there, yet nothing at all that mentions the Installer. Guess I know what I'm doing today!