Msn live

Hello,
i had windows messenger beta, but i uninstalled it,
and i uninstalled everything to go with it,
but everytime i try to download windows live messenger, ii click install
then i click run and it runs and it loads and then when its finished,
nothing happens, i have nothing on my computer and nothing puppoed up and said anything
i need help with this :(
i need msn! D:
plz help
thanks.