mess.be says - Patchou is fully aware of this bug and has promised to fix it in Messenger Plus! 3.10, due early September. Apparently, Microsoft is using seperate windows for its banners since MSN Messenger 6.0: one for basic banners and another for more complex codes.
If the patch doesnt work, try using this nega patch recommended by mess.be which works for me.
http://www.mess.be/pafiledb/pafiledb.php?action=download&id=542