On Ahead's download page http://www.ahead.de/en/index.html#download
select "Nero Burning ROM" in the first drop-down box, "Program" in the second box, click nero551015a.exe and save it (e.g., to your desktop). Next, select "Language pack" in the second box, click the appropriate "Filename" (e.g., "English") and save the executable (e.g., n551015eng.exe).
Now, run the saved file nero551015a.exe (e.g., double-click on it in Windows Explorer), then the language pack file (e.g., n551015eng.exe), and reboot your system.
You should also download the Nero CD Speed help file
and put it in the directory C:\Program Files\Ahead\Nero Toolkit.
If you also want to upgrade InCD, choose "InCD" and "Program" on Ahead's download page, then download and run InCD35220b.exe, and reboot. Finally, if you want to read InCD formatted discs in a CD-ROM or DVD-ROM drive on your box, you may download and run EasyWriteReader.exe (choose "InCD" and "Utilities"); it's not necessary for XP SP1 if you are not using CD-MRW (Mt. Rainier).
Sometimes Ahead's installation files don't work properly. So take the usual precautions (clean up your TEMP directory, stop all unnecessary programs, including your antivirus software, etc.), and watch out for error messages, if any.
If you still have questions, feel free to ask.
EDIT: I saw tazdevl's answer while posting my own; shouldn't hurt.