This is not related to Messenger Plus!...
The language that you can set in the preferences of Messenger Plus! does nothing more then changing the interface language used by Plus! only...
The ads that appear on the bottom of your contactlist are from MSN Messenger itself (Plus! has nothing todo with it). The reason why they are dutch is most likely because you have installed a dutch Messenger. So download the english version from
http://messenger.msn.com/ and install that (It will ask you if you want to install, remove or repair msn messenger; you can choose to repair it which is the quickest way of fixing the language)