If you're installing MSN Plus, check out your machine for any spyware, cause I've read stuff about it installing some. IIRC, the EULA that you agree to is for the spyware and not for MSN Plus, but as nobody ever reads the EULAs, everyone just assumes it's for MSN Plus so happily agrees to it being installed, whereas you can click no to the spyware EULA and just have MSN Plus installed cleanly.
However, I could be mistaken and talking complete rubbish - it's pretty early in the morning for me
