I would use Revo to uninstall it. click here
Open revo and find windows live essentials. Click on it and click uninstall. Follow instructions and select windows live messenger 2009. Though I haven't uninstalled the 2009 version, yet, I would immagine there will be quite a few mouse clickings to be done to remove all of WLM 2009. You'll need to do a thorough uninstall otherwise the older version won't install.