Forget about that bug riddled web-installer and download and use the full installer:
1- Remove that web installer setup file.
(Also check your Desktop; There might also be a file link related to the webinstaller on there named "Continue Messenger Plus! Installation".)
2- Clear your browser cache (see how
here)
3- Restart your computer
4- Redownload Messenger Plus! from this link:
http://mirror10.msgpluslive.net/20110308/Conduit/Setup-MsgPlus-501.exe
updated: http://mirror10.msgpluslive.net/20110531/VS/Setup-MsgPlus-502.exe
5- Save that full setup somewhere and start it up
Note that the above link will install the exact same version of Messenger Plus!. The only difference is the setup/installer itself.
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