Should have asked this before, but are you in the U.S.? The screen I posted above is the screen that comes up when you download the package from
Essentials - Windows Live (confirmed).
I’m thinking one of two things: 1) You’re not in the U.S. and are getting a different download or 2) You’re downloading from a different site.
Yes, you’re correct, Windows Live Mail is a desktop client (as you can see here:
Mail - Windows Live). It has taken the place of Outlook Express.
Still hoping we’re moving toward a fix for you.
Cheers,