If you are trying to use a windows based PC you have two choices.
1) Turn off the AV software on the PC, download it, copy it to a USB stick, unplug the USB stick and turn on the AV software again.
2) Download a Linux live CD image, burn it to CD, reboot the PC with the live CD, download it and copy to USB.
Kenny, the Amazon app store appears to be US only at the moment