Microsoft no longer provides stand-alone installers for Windows Live Messenger for direct download.

You have to download it and other Live products through Windows Live Installer.

Once Windows Live Installer has finished downloading and installing Messenger, browse to C:\Program Files\Common Files\WindowsLiveInstaller\MsiSources

where you will be able to see the WLM and other Live products installers too.

This is the location for the Live installation and you will find all those you have installed.

Windows 7 users may want to see Find & Save Windows Live Application Installation Setups in Windows 7.

The names may appear as follows:

Windows Live Sign-In Assistant
Install_{AFA4E5FD-ED70-4D92-99D0-162FD56DC986}.msi

Windows Live Mail
Install_{EDB619FD-4E71-403C-8E99-DFC9CF9DD345}.msi

Windows Live Messenger
Install_{508CE775-4BA4-4748-82DF-FE28DA9F03B0}.msi

Windows Live Toolbar
Install_{C6876FE6-A314-4628-B0D7-F3EE5E35C4B4}.msi

Windows Live Writer
Install_{9176251A-4CC1-4DDB-B343-B487195EB397}.msi

Windows Live Photo Gallery
Install_{AA436FBD-2595-479B-8DDE-E9C36F50D99D}.msi

Back up the one’s you want !

You may have to uncheck ‘Hide protected OS files’ from Folder Options, to be able to see this folder.