First of all welcome to the forum
Well, I have Windows Media Player 10 BETA and I've been able to use the sound commands included in Messenger Plus!. Install WMP10 BETA and then go to add/remove programs in the control panel (classic view) and then see if both 10 and 9 are there, if they are uninstall 9 so just 10 is there...I don't understand why sometimes both are there but it seems to be a bug. Now your sounds in Plus! should work...
Also you're the only person ever to mention this problem...So I'd advise checking with as many people as you can if they've had the problem...However very few people I know use WMP10 Beta (due to either favour of Winamp or don't like BETA software) but no one who uses WMP10 have experienced this problem, to my knowledge...