I got a message saying "A new version of MSN Live Messenger is available", but the installer failed with error "aborted:0x80004004".
I googled it a bit and found this suggestion to run the Windows Installer Cleanup Utility. That website looks dubious, but the tool is from Microsoft so I figured it won't do much damage.
Anyway, after running that tool I tried running the installer again, but now I got a new error message "OnCatalogResult: 0x80072ee6", and the installer quits.
Googling for this did not help too much. There are some suggestions to do
regsvr32 MSXML3.dll, but that didn't help me, plus it seems like they're talking about a different situation (problem with messenger vs problem with installer).