Let's get this out of the way for your future enlightenment: "download" means transfer files from a network server (such as an Internet site) to your computer. "Install" is what you are dealing with.
There are a couple of possibilities that can explain your current situation. Let's take them into consideration.
When you used Boot Camp Assistant back when OS X was fine, it allowed you to create a new partition for Windows. The name of that partition was "Windows" because that is what Boot Camp always names it (OS X doesn't use drive letters, such as C, D, or E). When you booted to the Windows CD /DVD, you only see whatever is the normal viewing scheme for that particular version of Windows installation. Typically, that means you do not get to choose partitions by name, only by size, drive letter, and format type. It would have shown you one partition called C (likely) or D (unlikely), with format FAT-32 or NTFS (Boot Camp can make either one). The other would have been shown as "unallocated space" or whatever, but nothing about "Mac" anything, because Windows doesn't "speak that language".
Now that it is all done, you can tell what you did while started up normally in Windows by looking at any "My Computer" or "Explorer" window that will show the drive C size. If it is 32GB, you did things correctly, If it is the larger amount (could be 120 or 200GB, for examples, depending on the age of your MacBook), you did it wrong and erased OS X.
Before you try to fix what may or may not be messed up, start up normally in Windows, put the OS X DVD in and wait. The Boot Camp driver installation should start after 10 to 20 seconds. Install all the drivers (and the control panel for Boot Camp). That takes about five minutes. When that finishes, go to Start > Settings > Control Panels > Boot Camp. Set it to startup from OS X if you see that as a choice. That may be all you need to do.
If the option to start from OS X isn't shown in the Boot Camp control panel, that means uh-oh, you did actually erase the OS X partition when you installed Windows, or ot is too corrupt for whatever reason to appear as OS X. That means you will put the OS X DVD in, restart holding the alt/option key for 30 seconds, and wait for the boot volume choices (Windows and the DVD). Choose the DVD, and press Return. Go past the base language selector. If the installer is for OS 10.6 or later, click the "Utilities..." button. If it is OS 10.5.8 or before, click the "Utilities" menu at top. Open Disk Utility. It will show the hard drive at left with either one or two partitions listed just below it and indented. Select the hard drive itself, and read the details at bottom. It should have the partition scheme of GUID. If it is MBR, you have to really start from scratch and repartition the whole drive. To do that, select the "Partition" tab, change the scheme for one partition (more on that later) even if it is already one, and click the "Options" button. Change the selection to GUID, and click "Partition". Wait. When it is done, quit Disk Utility, and install OS X. when that is done, and after it restarts, open Boot Camp Assistant and make a Windows partition using NTFS if you will install Vista or 7 (now or later), and even if you will install XP if you don't mind installing MacFuse and NTFS-3G (both free) for the ability to read-write files to the NTFS partition while booted to OS X. This time write down the exact amount of the two partitions.
If the drive partition scheme was already set for GUID, and there are two partitions, one is Windows, so ignore that. Select the other partition and read the details at bottom. If it shows "Mac OS Extended (journaled)", select the First Aid tab and click the "Repair Disk" button. First Aid. If it shows "unformatted", uh-oh. That means you have to select the "Erase" tab, be sure the format option is set to "Mac OS Extended (journaled)" and erase. Quit Disk Utility and install OS X.