Read the
Gentoo Handbook. It'll tell you what you need to know to do an installation. You don't just "download Gentoo". You can download a "stage", which is an extremely limited base system, and a Portage (the package management system) "snapshot". From a LiveCD (the Gentoo one or other) or an operating system booted off a seperate hard drive or a partition, you can manually install Gentoo with those pieces.
Installing Gentoo isn't quite installing most other distrobutions, but it's often worth it, for some people at least. I'm enjoying it as my primary operating system. right now.
Please help me find a download! 
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