Originally Posted By: moribundman
"MSN Messenger" is also a name (of the product), so the article can be dropped. You wouldn't say, "I am going to visit my friend the Peter."
In the quote above, "MSN Messenger" modifies "software," which is the noun taking the article. "The" is useful in this instance because it specifies one of many kinds of software.
You wouldn't say, "Have you installed software yet?" If you haven't installed any software at all -- which is what my sentence implies -- you wouldn't be using the computer to access BITOG or anything else, now would you?
In this case, though, "Have you installed MSN Messenger software yet?" and "Have you installed the MSN Messenger software yet?" are pretty much equivalent.