For Windows, you need to get the binaries (exe files)
here
You need both "The GIMP for Windows" and "GTK+ 2 Runtime Environment" (the first one is for Windows 2000 or XP, the second one is for Windows 98, ME or NT4)
For Mac OS X, I think you need the binary (exe file)
here
(one of the Gimp- NUMBERS .dmg files, pick the one that matches your version of OS X)
The site says you also need to install "Apple's X11 which is included
in the "Optional Installs" package on the OS X
Tiger Install DVD."