usa.kaspersky.com/kisdownload is direct download link for kaspersky internet security. If you have any other version of kaspersky security like kaspersky total security or kaspersky internet security then there are different pages to download these versions.
First of all open the web page usa.kaspersky.com/kisdownload. Here you will find a direct download link to download kaspersky internet security. When you will click on that download link a small file will be downloaded to your computer. Now just run this executable file.
Now when you will run this file it will ask you to select the language for the installation. Then it will start installing the software. In between the installation it will show you “connecting to kaspersky lab”.