I then click "don't install"
As I thought I'd made clear in my earlier reply, the install it is referring to is not the drivers, but the download manager. If you have already selected to use the download manager, the site places a cookie on your machine. From then on, it will always try to perform the download using Dell's own manager. If you won't let it install the manager, you won't be able to download the files. Let it install the download manager, then it will download the files which you can transfer to the target machine.