1) Click Start > Run
2) Type msiexec /unreg and press enter and wait until it appears to have finished.
3) Go back to Start > Run
4) Type msiexec /regserver and press enter.
5) Try to install MSN Messenger again. Good luck!
If this doesn't work, try:
C:\documents and settings\all users\application data\microsoft\
Then select the folder "IdentityCRL" remove the folder. Since the error is occuring due to "ppcrlconfig.dll" directory correction. Then run the setup and this time it will be able to install.