Okay, go to Start > Control Panel > Add/Remove Programs. Scroll down to "Windows Live Messenger" and press Change/Remove. Remove the software, then go to C:\Program Files\ and delete the folder "MSN Messenger". Reboot your computer, go to http://messenger.msn.com/ to re-download the software and then re-install.
(This is a clean install, where most of the files on the computer are deleted.)
