In Orange's wisdom they have taken Live Messenger off of their build of the HTC VOX (E650).

I'm trying to work out how to copy messenger onto an E650, using the files on an HTC VOX,  this is very much work in progress.   However to make up for this shortfall,  I found this -

http://get.live.com/betas/messengermobile_betas

Works really nicely...