Try the following:
- Go to
http://download.live.com/
- Click
Download.
- When download appears, click
Cancel.
- Click the
Try again button, which will download
wlsetup-all.exe
This contains all the Windows Live Essentials. Once downloaded, try and install Messenger.
This sometimes works for people having problem with the normal
wlsetup-web.exe.
Note: Please don't put "HELP!!!" to try and get people's attention. Someone will try and help a.s.a.p whatever title you put.