Just few days back, Microsoft released Internet explorer 9 (IE 9) RC version. Even though IE 9 is not available for Windows XP or below, still its a big leap in terms of improvements for Microsoft browser i.e. Internet explorer. The reason behind the non -availability of Internet explorer IE 9 for Windows XP is debatable but in my opinion, this is a pure marketing decision.
Anyway, the installer available for Internet explorer from Microsoft is a web installer which means the installer downloads rest of necessary files while installing which often leads to problems while installing IE9 if your Internet connection fails in between.
PS: Thanks Ashwin for the links.