Download Windows Live Messenger 9 Final
Oh! dear. I just installed my windows again and reinstalled all my programs back. Installed the msn messenger also which could not go live and gave me message for update. I installed whole Windows Live Programs package. Took me much time.
Windows live website provides a link to the web setup only for Windows Live Programs. If you want to have a separate installer for Windows Live Messenger, you can have it from here.