I'd do a complete sweep of your Windows Live Messenger software in order to try and resolve the problem.
First go to Control Panel > Add/Remove Programs, or Control Panel > Programs and Features if you're using Windows Vista. Then uninstall everything to do with Windows Live Messenger, including Messenger Plus! Live. Once you have done this, restart your computer and navigate to C:\Program Files\ to remove the Windows Live and Messenger Plus! folders from your computer completely. Next, run the "Cleaner" and "Registry Scan" using
CCleanear a few times to clear all registry data, just to make sure your computer is completely clear.
Restart your computer once more, and re-download
Windows Live Messenger and
Messenger Plus! Live and install them.