Why can't i download anything on my PC? Including MSN which has vanished!

[ATortIsForLifeNotJustChristmas]

the download box comes up and loads upto 99% then the box vanishes and nothing has been downloaded.
Am having to use boring old windows messenger.
Have tried freeing up space etc.
What should i try next?

Anyone any ideas?

.

Pleeeeeeeease help me!
I can't webcam on the old windows messenger!