This monster file, 133MB of bug fixes, can be downloaded from Microsoft. Make sure that you have a fast connection. I downloaded it over a 128K connection but I had to make lots of attempts because it kept quitting at about 80MB. There is a network installer download but you need to be connected at the time.
Insert the Norton CD. You will see that, after loading, the CD grandly calls itself a System CD. Don't be fooled, it is only Norton AV. Follow the instructions on the CD installer to install Norton.
You probably want to remove the big Norton Icon on the Start Menu - it's now redundant.
To actually get Norton up and running, you must run the program and allow it to configure itself. There is a registration stage that can be skipped.
Zone Alarm is a rather nifty little program that acts as a firewall on the machine. A free, personal use version can be downloaded from here. It allows your machine to effectively disappear to anything trying to make a connections to it. Additionally, any program wishing to make an outgoing connection must have permission.
I normally block Internet Servers (can cause FTP problems though), and take off the MailSafe protections - that's Norton's job. ZoneAlarm will automatically create permissions for IE and the Services and Controller app., everything else must ask permission to access the net.
The latest security update can be downloaded from Microsoft. At the time of writing, SP 1 was the most recent, and the IE on the image already has this installed.