much as I would like to help you Christine, I will have to leave it to others with a PC, but checking the file sizes , I see what you mean - 88MB program and a further 110MB bits and then 110MB Bridge (which I regard as a complete waste of time if you have your own storage arrangements) and 71MB (no) help centre which usually just says you have not got the right CS2 module installed

If you need help using it after install, I can do that a bit and you will find most things others say you can do in CS2 are actually there in PSE4 (apart from curves, for which you need additional download), just in different places