If you want to properly figure this out, you’ll need to post the actual error messages, any error codes, and preferably some screenshots.
If you just want to try installing manually, bypassing the setup program, see my old article:
Scroll down to the Windows Live Movie Maker section and download/run the MSIs to install all the components. Installing it manually won’t touch the current versions of Escargot-patched Messenger versions.
I’m afraid I never made an article for the newer versions, as they’re significantly more complex to manual install and it’s not worth the pain and suffering to have a 2011/2012 install in that state.