To see if you have WMPlus running click:
Tools >> Plug-ins >> Messenger Plus! WMP Plugin
or
Tools >> Options >> Plug-ins >> Background >> Messenger Plus! WMP Plugin
or
(for Windows Media Player 9)
Windows Version: Windows XP, 5.01.2600
Messenger Client Version: 8.0.0566
Messenger Plus! Version: 3.61.0145
Plugin's: StuffPlug-NG, File Transfer Plus.