Stinger installs like any other software and you just run it.
I suggest you go to the download site and make sure you have the latest one because Stinger doesn't auto-update, read the instructions first. Uninstall any old versions.
I assume that you mean MalwareBytes? Not sure why that machine can't connect but have tried repairing the network connection in the Network and Sharing Center in Windows?
I assume that machine is also up to date, what operating system and service pack is it?
Did you try booting to 'Safe Mode with Networking" by tapping F8 repeatedly while booting up and then trying to connect in that mode? MBAM will update and run in that mode.
When I try to run Stinger, it says "Windows cannot open this file: stinger.aspx". Which program should I use to run Stinger?
As all Stinger needs is Windows to run, it would appear that your system is corrupted, either by infection, indiscriminate use of registry cleaners, or it's really out of date.
Can you download and install/run anything at all?
What operating system and service pack is this (I asked that previously)?
I have Windows XP. I have McAfee Security Center.
XP - what? Right-click the 'My Computer' icon on your desktop or in the Start/All Programs menu and select Properties.
Tell me what it says there.
Also my second question, can you download and run anything at all?
Searching for My Computer.
Found Service Pack 1.
I cannot run McAfee, and cannot reach the internet on that laptop.
Having trouble finding the My Computer icon. Where else might I find this information?
Found that the computer icon brings up Service Pack 1. I cannot reach the Internet, and I cannot run McAfee.
OK, your system is no longer supported either by McAfee or Microsoft since October 10, 2006. Not only is it a security risk in that state but it's no wonder that it isn't operating correctly - it should be SP3 and there is help with that here: https://community.mcafee.com/thread/2007
If you aren't sure on how to proceed from this point I would strongly suggest that you either enlist the help of someone locally, such as a qualified PC repair shop or a friend who knows what they are doing when it comes to PC's.
There's no point in us trying to make things work until you are current.