Windows Live Writer is part of Windows Live Essentials. If you do not have it installed already, you can find the download links here.
NOTE: Windows Live Writer 2011 is designed to work only on Windows 7 or Windows Vista. If you are using Windows XP, use the second link below.
Windows Live Writer 2011
Use this download page if your computer is running on Windows 7 or Windows Vista.
Windows Live Writer for XP
Use this download page if you are using a computer using the Windows XP operating system.
Plug-ins to enhance Windows Live Writer