This sounds to me like your firewall is somehow not allowing Windows live Messenger to connect (when adding something to it). You can try if Windows Live Messenger with Plus!Live can sign in if your firewall is disabled. If it will then see if you can go into the firewall and remove the access settings for Windows Live Messenger, your firewall will then ask you to allow or block next time you start Windows Live Messenger.
Also see:
Windows Live Messenger Connection Problems etc.
You can also try the following:
- Uninstall Windows Live Messenger
- Reinstall Windows Live Messenger
- Try to sign in again
(do not uninstall Plus!Live inbetween)