What versions of Windows Live Messenger and Messenger Plus! Live are you using (Watch
Getting Version Information for Bug Reports if you are not sure how to check)
Also, do you have the "Plus!" menu item on the main toolbar (Tick the "Always show menu" box in the men; the video also shows you where this is). If you do have the "Plus!" menu, click it and it may say "Software not loaded". In that case watch
Using Messenger Plus! Live (4.9) with Windows Live Messenger 2011 to see how to put Messenger Plus! into safe mode. This may make it load each time and possibly identify a problem