Yeah
There may be something wrong with either plus or the downloads.
So heres some steps you can take that may work!
1. Redownload MsgPlus Live 4.5(Dont use Internet Explorer, if you are please download Opera(Or Firefox, but Opera is better in my opinion)
2. Redownload the skins(Same as above, dont use Internet Explorer)
3. Redownload WLM 8.5(I seriously doubt this will help)(But same as above, dont use Internet Explorer)
4. Post back here if that doesnt help
Edit: Thank you CookieRevised for pointing out my typo