Out of curiosity, the Messenger Plus! installer icon, is it the normal multicolour butterfly with the exclamation point inside of it?
If it is I will email Patchou and he
may send you the beta because it creates a dump file for installation and then if it fails he could see if it is Messenger Plus! or Windows.
Now are you using any type of Download Manager to "speed" up the downloads? If so try and disable it.
Have you tried both the Full Public Release of Messenger Plus! from
http://msgplus.net and the Beta located on these forums?