Shoutbox

Neither do I, since there are no hidden files or whatsoever.

But considering you seem to be using Vista, could you try going to C:\Program Files\Messenger Plus! Live, right-click the folder skins, select properties, select the tab Security, and granting full control to your user (Select Users, from the list, then click edit, and check "full control") and trying to install again.

(My bet is that the system isn't allowing the installer to replace any files inside the skins folder, as it is in the main partition)