I think what I did, if I recall correctly, was to go to the C-Span site and click on the RP link and it asked if I wanted to install it. I chose yes and it walked me through the rest. If there is another, better and/or easier way, I'll be dina will know.
A real late reply to your post -- I'm not a fan of RealPlayer. Unless they have changed, the program is full of bloatware, trys to take charge of your machine and also install spyware. Stay away from it.
Go to this link for an alternative:
http://www.softpedia.com/get/Multimedia/Video/Video-Players/Real-Alternative.shtml