Testing:
As suggested in another thread, i ran a few simple tests:
1. I uninstalled Messenger Plus!. This caused no change and email notifications were still only given at sign in ONLY.
2. I did a repair on MSN Messenger. This caused no change also.
3. I uninstalled MSN Messenger, downloaded the non-beta version (6.2.0137 -- or the version i previously mentioned anyway as it was the same), and installed the downloaded copy. No change.
So either some kind of problem which doesn't remove itself through the uninstall or MSN has problems.
HOWEVER, i've been in contact with other people on my list and they don't have problems. That is people from around the world too, by the way, not just where i live (Australia). Their email notifications are working fine (we bounced emails around and they would get notified when they recieved the new email- I would not.
Next step would be for someone to notify Microsoft and see what they think it is and then report here. Any volunteers?