From the SourceForge project page, press the green download button near the top, and download the zip file, KhanSetup_x.x.x.zip, to a location on your computer where you can find it. It can also be downloaded from the Files Page.
Unzip the folder to a location on your computer where you can find it.
Double-click setup.exe located inside the folder, and follow the Windows Installer instructions.
You do not have to remove any previous version - the installer does that for you.
Let Windows complete the installation. This can take a minute or so.
Go to the Control Panel, select Add Remove Programs, then Khan Desktop.
Let Windows complete the uninstall. This can take a minute or so.
After uninstalling Khan Desktop, a folder will remain on your computer at: C:\Documents and Settings\Your User Name\ Local Settings\Application Data\Khan Desktop.
This folder contains settings data you have made. It is left in place in case you reinstall Khan Desktop.
If uninstalling Khan desktop permanently, this folder can be deleted along with the two files it contains.
Future installers will automatically delete this folder as needed.