To begin your Windows Live mail install, go to the Windows Live download site. Click the Download button on the right side of the page to begin installing the Windows Live Mail software. Click Run on the File Download window that opens. If prompted by a User Account Control message, click Yes or enter your password to continue.

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A Welcome to Windows Live window will appear next, scanning your computer for any Windows Live programs already installed on your computer. You will be presented with a list of applications from which you can choose, as well as those already installed, if applicable. Be sure to select the Mail check box, as well as any others you want to download and click the Install button.
Windows Live will check for any open programs that may interfere with your Windows Live Mail install. Save any work, close the windows as prompted and then click Continue.
The Windows Live Mail install may take several minutes. When the download is complete, you will have the options of setting Bing as your search provider, setting MSN as your home page and allowing Microsoft to collect information about you. Select the check boxes of any options you want and clear the check boxes of any you don't. Click Continue to finish the Windows Live Mail install and move on to setting up your account.