My first Windows Live Writer (WLW) PlugIn is now published on the WLW Gallery of Plugins. You can download the MSI from Gallery here.
It gets a bible "verse of the day" from an known RSS feed and inserts it as HTML content into the blog post. The source is available here.
You need to submit MSIs to the gallery. The MSI just needs to copy the dll to the "PlugIns" subdirectory in the WLW install dir. I used a modified version of a Wix template Bonnie's alluded to in this thread on the forums.
I've now gone through the full PlugIn lifecycle. :)