Go to the Windows Live Mail Download page here.

1) Select "Download" from the Windows Live webpage

2) Select "Save" in the window that appears

3) Select "Desktop" on the left hand side of the window and click "Save."
You can start the setup later on by double clicking on the icon this will create on your desktop

4) You can either choose "Run" when the program is done downloading or close.
If you close the window you can always start the installation later by clicking on the "wlsetup-web.exe" icon on the desktop.

5) You will see the following window. The checkmarks beside the programs indicate which programs you want to install.
Unless you want the other listed programs, make sure only "Mail" has a check mark beside it and click "Install."

6) Once the program is done installing you will see the following window. To leave your settings the way they are, make sure all the boxes are unchecked.

7) You are now finished installing the program. Press the "Close" button to finish the installation.

Click here to see how to setup your email account in Windows Live Mail