*sigh*... web-installer issue again....
I have a strong feeling you have been offered the (very buggy) webinstaller. Try to do the next steps:
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.
Please post back the result.
/ 