Why can't I install Windows Live Messenger?

I’ve had Windows Live Messenger for awhile now, but I had to uninstall it because it hadn’t been working quite right, so I thought uninstalling and reinstalling might fix it. I went to the website like usual and clicked “Download”, which then prompted me to save it. I opened the file and clicked “Run”, which should have made it install as usual. Instead, all that comes up is this error message.

In the meantime I’ve been using regular Windows Messenger, but that routinely signs me out and it won’t show me when other contacts sign on. If someone could help me with this, I’d greatly appreciate it!