That message comes from Windows live Messenger itself. It will appear when you are signed in on two machines. I suggest you change your Live ID password as explained
here, also change your secret question!
Also have a read
here about configuring your password reset information, and
this important security information.
Furthermore, before anything, check your pc on virusses and keyloggers. Also beware of Plus! scripts/plugins that you got from anywhere else but
the official database, they are as powerful as any other program!
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