Hello denimous,
Can you please check in your "add or remove programs menu" to see if Messenger Plus! Live is installed. To get there press the start menu, click control panel and double click on"add or remove programs", then look in the rather long list for Messenger Plus! Live.
If you have it in the list that means it was installed. Uninstall it from there and then download Messenger Plus! Live from
http://www.msgpluslive.net/download/
If you don't see it in the list that means that something went wrong in the installation or you canceled it during installation. Please download it from the offical site and tell me your result.
EDIT: Be sure to have the latest WLM installed on your computer, it should be build 787. You can check by opening your contact list, clicking help and then "About Messenger"