Something on your computer is clearly blocking access to Windows Live Messenger.
1. Think of any programs that could be blocking it. This is the most likely cause, I think. Firewall? Anti-virus? Try disabling them, however that doesn't always work and they can continue to block programs in the background. You may need to uninstall them.
2. Have you tried connecting to WLM in
Safe Mode (with networking)? This will run Windows with no extra programs, just the requirements needed to run Windows.
3. Have you followed the instructions on
this page and deleted the folders it mentions?
4. Have you made sure the system time is correct (double click the time in the bottom right, go to 'Internet Time' tab and click 'Update Now'), disabled Zone Alarm (if you have it) and registered the dll's mentioned on
this page?
Please make sure you follow these carefully. You'll kick yourself if you later find that the problem was one of these things mentioned above
Once you can answer 'yes' to all of the above questions, I'll try and help you further, but hopefully that won't be the case.