Hi there,
Teaser is correct. You need to go to windows live essentials, and you can choose which Live applets to download. So, you could choose them all, or just windows live Messenger, or just windows live Mail, or whatever you want. In the Add/Remove Programs section, you will have the entry Windows Live Essentials, and there you can uninstall any individual applets you don't want, or uninstall the complete suite.