1 Sign in. Go to http://my.kaspersky.com/MyDevices and log in. Click ‘Protect New Device’. 2 Download Kaspersky Internet Security under the Windows tab. 3 Click ‘Continue’. 4 Click ‘Install’. 5 Wait untill the installer finishes. 6 Click ‘Finish’. 7 Click ‘Continue’ for a short tour OR click ‘Skip’ to skip it. The installation is complete.