You might wanna try downloading ALL
of Windows Live Essentials (the entire suite).
Go to: Essentials - Windows Live
Click on 'Download', wait for the 'Save as' windows pop-up to appear, cancel that, and then click on 'Try Again'.
Warning!: The entire suite is like ~120 MBs.
If that doesn't work, you might wanna start considering 3rd party IM clients like Digsby or Trillian Astra.