Well I'm back to windows 2008 again on my desktop and one of the annoying things about the server version of vista is that it prevents the installation of things like Live messenger.
To get Live messenger 9 and all the other good live stuff;
1. Downloaded the Live messenger 8.5 MSI file from this link WLMessenger85.zip
3. Download the Live 9 client "wlsetup-custom.exe" from Microsoft as normal and install
I'm guessing the MSI doesn't do a check of version of windows before installation, and the live client just does an upgrade if one program already exists.