You shouldn't need to download MSPaint, if you're using a Windows-based machine. If you can't find it in your Start menu (probably Start->Programs->Accessories->Paint) you can get to it by going to Start->Run and typing in MSPAINT in the box that comes up. If THAT doesn't work, I can only assume you removed it manually when you installed Windows - You can go to the Control Panel and add windows components from there (you need the CD though)

Of course, all that means nothing if you're on a non-Windows machine..