When I try to download msn messenger this is the message i recieve can anyone help to me figure out what to do about this



Archive: /home/aaron/Downloads/wlsetup-custom(3).exe
[/home/aaron/Downloads/wlsetup-custom(3).exe]
End-of-central-directory signature not found. Either this file is not
a zipfile, or it constitutes one disk of a multi-part archive. In the
latter case the central directory and zipfile comment will be found on
the last disk(s) of this archive.
zipinfo: cannot find zipfile directory in one of /home/aaron/Downloads/wlsetup-custom(3).exe or
/home/aaron/Downloads/wlsetup-custom(3).exe.zip, and cannot find /home/aaron/Downloads/wlsetup-custom(3).exe.ZIP, period.

You can't install the exe file in linux.
However you can use wine to run windows programs in Linux.
Or use the linux alternative like pidgin or amsn
http://www.amsn-project.net/