There is no need to uninstall a program if you only downloaded the installer and didn't run it. So no need to worry there.
If you want that program, I'd go for an easy work-around. Find another PC or laptop, download the installer of Chrome or Firefox (both excellent browsers) to your USB-stick, run that in your own PC, then see if with that new browser the download of the video converter works. If it does, keep using your new browser for downloads until you solved your IE problems.