The only official version of Windows Live Messenger for Mac can be found here:
http://www.microsoft.com/mac/products/messenger/default.mspx
Do not download from anywhere else as the chance is high it is a scam, virus or other malware. So make sure you download from a Microsoft site.
As Chrissy pointed out, there is no Messenger Plus! Live for Mac. Anything you find which claims to be Messener Plus! for Mac is absolute 100% FAKE and is without any doubt a virus or other malware.
Note that Messenger Plus! Live is an addon for Windows Live Messenger (on Windows). You still chat with Windows Live Messenger. Messenger Plus! simply adds more functionality to Windows Live Messenger. In other words: both are two seperate programs, and Messenger Plus! needs Windows Live Messenger to be installed.
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