Take care of the NOTE at the installation instructions:
http://www.xfree86.org/4.4.0/Install2.html#2
The Xinstall.sh script must be downloaded in binary mode, otherwise it will not run correctly. If you get lots of "command not found" messages when you try to run it, then it is most likely because the script was not downloaded in binary mode. Some web browsers will not do this for files of that name, so we also have a copy of it called "Xinstall.bin", and most browsers should download that correctly. When downloading it under this name, select "save as" on your browser, and save the file under the name "Xinstall.sh".
If you download with the Web browser, try to select to download from the web site http://ftp.xfree86.org/pub/XFree86/4.4.0/binaries/ and select "Save AS". The windows message will ask you for a name and extension for the file, just select in "type" "All Files".
You can copy this file to a floppy and check that everything went right.
I did that way last week with Windows XP and Internet Explorer and everything worked fine.
