"Sorry, Windows Live programs cannot be installed on Windows Server, Windows XP Professional x64 Edition, or Windows operating systems earlier than Windows XP Service Pack 2."
Being a new user of Windows XP x64 that message puts me off quite a bit, apparently Microsoft wants you to install the old and ugly MSN Messenger instead of Live Messenger if you happen to run the state of the art version of Windows XP. However, as you will see, Windows Live Messenger can be used in full, but Microsoft in its infinite wisdom just made the installer incompatible!
Read the complete post on the TechSpot Blog.