I'm newish but i have the exact same problem! everytime i reboot my system it seems to of unstalled Messenger Plus, so i have to re-install it! i am the administrator, it doesnt show up in the task menu, (applications or processes), and my computer is XP.

when i went into HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Run
i found nothing to do with messenger in there.
when i went into HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Run
i found "MsnMsgr" but i also found "SweetIm" i know that that is bad for Messenger Plus, so i searched it and it came up with a bunch of files, but it won't let me delete them!

1) i restarted my computer
2) I installed plus again
3) Restarted again
4) checked where i saved it, and all the plus files seemed to be there!

i am getting a bit annoyed having to keep re-installing it and need help! please remember that i am not technically minded, so clear instructions would be much appreciated!

this thread gives proper instructions on how to remove SweetIM and to get your Messenger Plus Live to work properly, you don't need to do anything in the registry

and messenger plus live will NEVER show up in applications or processes as it integrates with Windows Live Messenger and doesn't launch another program