Ok correction time to this entire thread:
Is Windows Messenger Need:
No Windows Messenger is not need to install Messenger Plus!. Messenger Plus! uses DLL Injection to be able to access the Messenger API from inside of MSN Messenger without using the API available in Windows Messenger.
I cannot download the latest Messenger Plus!:
There might be many reasons why you cannot access the main download but there are many mirrors available.
Take a look at
http://www.simtel.net/product.download.mirrors.php?id=62787
Is there a trojan in Messenger Plus!:
No, some antiviruses detect the Optional Sponsor, package available to you when you install, as a trojan. The sponsor package is only adaware and not spyware.
I hope this clarifies some of the misconceptions in this thread.
Also when you are installing MSN Messenger where are you installing it to? And as well is your account on the computer Limited Access or have Administrator Access?