Go to http://ant.apache.org/, then click on Binary Distributions in the left sidebar, then scroll down to where it says Current Release of Ant, and where it says zip archive: click on the link next to it that says apache-ant-1.8.0RC1-bin.zip, and click the Save button to save it to your hard drive.
Extract the apache-ant-1.8.0RC1-bin.zip file and it will extract into a folder called apache-ant-1.8.0RC1. Rename that folder "ANT". I have moved it to my Program Files directory to keep it with my other programs, so it is located at C:\Program Files\ANT.
NOTE: The reason to rename it "ANT" is because in the next video we will be adding this directory to our path in the environment variables, and if we keep the directory name generic (instead of specifying the version of Ant), then when we upgrade the ant, the directory name will still be the same and we won't have to change the path environment variable.