I just went to Microsoft.com and downloaded the file, which is about 340MB.
Running it on my French Windows XP didn't work because of language conflicts.
Cheating French and english
In order to modify the system installed locale language, run regedit, and then go to
HKEY_LOCAL_MACHINE\SYSTEM\ControlSet001\Control\Nls\Language registry key, and then change the value date for “Default” and “InstallLanguage” registry value to “0409“, which represent US English.
In the Control Panel, under the
Regional and Language Options,
Regional Options and
Advanced tabs, change the language to English (US) as default format and language for non-Unicode programs. Click on “OK” when done, and then reboot the system.
Then I re-run the program and it seems to work perfectly.
Reboot, some blabla during a longer than usual startup and it boots perfectly.
Half of my system is in english now, but I so don't care.
However, on start it did asked to reinstall Windows Live Messenger 9 beta... Don't ask me why.
It works perfectly but it doesn't seem to change anything.