Hi, welcome to TSF
You won't be able to download files from the internet or run a browser without an operating system. It would be easier to download all the programs you need now (browser, antivirus, firewall, etc) and burn them to CD, then install Windows and the downloaded programs.
Or you could use a
Linux Live CD to run the operating system from CD with no need to install anything else. It already includes the Firefox browser, so you will only need to use the hard drive for saving files if required, as the operating system and system files are all on the Live CD.