I had to install it when I changed from XP to Windows 7, mercifully bypassing the dreaded Vista.
I had a brief flirtation with Thunderbird, which I found unstable, it lost my inbox and contacts twice, although I found out later that may have been due to a corrupt disk problem. I preferred the look and feel of T/bird, and I find Windows Live seems less robust and fiddlier than Outlook Express. Maybe I just need to get used to it.