If you have web access, check out http://www.delorie.com/djgpp/ first, to see if there are new instructions that may supercede these.
The best place to get DJGPP from is from a friend. If someone you know has a copy, ask them if they'll let you copy it. There are no license fees for DJGPP, so you can copy it and give it away all you want. Beware, however, that you may not be getting the latest version, and parts may be missing.
Aside from an obliging comrade, the primary distribution of djgpp is through Simtel.NET, part of Walnut Creek Software. They offer it via FTP and on CD-ROM. The primary FTP site is ftp://ftp.simtel.net/pub/simtelnet/gnu/djgpp/, but check out http://www.simtel.net/simtel.net/ for a better site or other method of getting DJGPP.
You can also purchase DJGPP on cd-rom from the Free Software Foundation, authors of gcc and other GNU programs. Send e-mail to fsf@prep.ai.mit.edu for more information, or see http://www.fsf.org/