Apparently a lot of users are having problems installing MSN properly. Unfortunately, I can’t go directly to the official source for MSN Premium support to find MSN’s recommendation because I am not a subscriber to the service. However, I did find some advice on a few user forums. I’ll do my best to point you in the right direction.
Contact your ISP for a CD
If MSN Premium is a part of your ISP’s offerings, you can ask for an installation CD which may work out better as far as installing the software. However, this may not solve the Internet connection issue.
Connect Directly to the Internet
If you have broadband Internet access and are connected via a hub, router, or through a serial connection through other devices, try accessing the Internet directly through your cable or DSL modem. Apparently, a direct connection has solved this issue for other users. Alternately, you might try a dialup connection for the installation tasks if you have a dialup modem and a dialup account. (Sign up for a free dialup account temporarily and see if that works).
Download the Correct Version for Your Operating System
If you have Windows Vista, you’ll need to make sure that you have version 9.5 or above as earlier versions are not fully compatible with the Vista operating system. The following link, http://membercenter.msn.com/download.aspx, should have the most current version available.
Disable your Internet Security Software
If connecting directly to the Internet doesn’t do the trick, stay connected using your direct connection, but this time, disable your Internet security software and firewall (temporarily of course). Occasionally, security software and firewalls become overzealous when it comes to allowing Internet programs to control your computer. It’s possible that the software or firewall is blocking the MSN installation wizard from communicating with the MSN servers which is then causing an Internet connection failure message.
Hopefully one of these suggestions will help. If not, you might post your query on the Microsoft Discussion Groups forum. They have an area dedicated to MSN Premium, though I didn’t find any data related to this problem.

Without a little more information, I’m going to have to start from the beginning, so forgive me if some of these instructions are fairly basic. Java and Javascript are often used interchangeably but are two distinct beasts. I’ll discuss each.
Enabling JavaScript
The AutoFill Icon