It is an internet download from
www.fileplanet.com. You can probably access it from
www.planetbaldursgate.com as well. You need Heart of Winter (HoW) in order to download it and play. But be warned! It is slightly larger than 72 mb which means a very long time for completion. Depending on your modem speed it can take anywhere from 4 hours to 9 hours. Some people have received corrupted files (I didn't) and had to uninstall and start all over again. Just plan on not using your computer for a number of hours! Some have reported being kicked off their phone line, but, again, I didn't have this problem.
It is well worth your time. Personally, I think it is better than HoW. There is an important order, however, of game play that you must follow or you'll miss out on TotL totally.