I have three things to report:

First, I was creating a new script (following the Scripting Documentation) and I deleted the script folder manually and after restarting Windows Live Messenger the script was still listed in the Scripts List and couldn't be removed.

Second, I closed the Debugging Window, and upon restarting WLM the window wouldn't open even with the box checked. I tried to uncheck the box, restart WLM and check the box again and the window still didn't open.

Third, I created the Window Test script (refer to Scripting Documentation) and followed the example two or three times, never getting the Popup Window. (This one may not be a bug, just something I'm overlooking.)

Thank you

For the first one, the srcipts also have a folder in the registry that I expect you have to delete to clear the script from the list.

Thanks Didn't know it created a registry folder too.

I can help with your second problem (thanks to alexp2_ad earlier) you have to got to the symbol left of minimise up the top --> plus! --> Show Script Debugging.  This should bring the window back up for you. Enjoy 

Thanks! That's what you get when you don't explore new stuff

And BTW, the 3rd problem was caused by me not saving the XML file in Unicode

Thanks everyone!