When I use internet explorer to go to my msn space. Since its updated with Live MSN. I need to download something for my computer so MSN spaces can access my pictures and upload pictures onto my msn space. But everytime i click it to 'install now' NO pop up comes up. And I tried everything to fix it but nothing would download it...

I realise it could be something to do with my host or something
http://www.mvps.org/winhelp2002/hosts.htm

^^ i usually download this when its updated, its freeware btw. It blocks pop ups and remove ads etc. Could it affect my IE when it wants something to download as a pop up??? and if it is, how do i remove this host thing? And my IE browser accepts pop ups btw but it still wont work

Disable that and try again.
Download IE 7 if possible as it has its own pop-up blocker, if only you want a pop-up blocker, otherwise, just disable the pop-up blocker and try downloading and installing the plug-in for Windows Live Spaces.
To correct your error, now MSN Spaces is called Windows Live Spaces. There's no such thing as Live MSN whatsoever.

tried it, this is my screenshot when i try to click it. And my pop up blocker is disabled etc
well i know it has nothing to do with my host files.

ok, i dunno whats playing up with it.

but here's screenshots of myself when i click to install but nothing would install or pop up wont happen

I've done some searching for you online, and found a support for that particular problem.
Please following the directions given at Microsoft Forum: Windows live Developer Forum » Windows Live Spaces: Development » Photo upload tool