I'd say go into your privacy settings and look and see if anything is set wrong.. then logout and uninstall wlm
after go into your "Program Files/Data" folders and remove any files left over which is under the C:\ "wlm related"
next go into the "C:\Users\WHATEVERUSERNAMEHERE\AppData" folder and locate any other files left over.. look in the "Microsoft" "Windows Live" folders for anything to do with messenger and remove
Hopefully it removes any leftover files associated with messenger then install again and cross your fingers
BTW I'm just assuming your using 7 or Vista for the file directorys.. xp uses "Documents and Settings" i think instead of "Users"