(I think the option is ticked by default)
if you go to Start> Run > msconfig> Startup, Is MsgPlus there? Just check it if its unchecked.
but, just for my thoughts, it might be that msn is loading faster than msgplus, if you think that too, go ctrl+alt+delete and check if msgplus.exe is there....
sorry if i am incorrect.
but wiat,. close msn and then go to the msgplus folder, program files> Messenger plus! 3. and run the .exe (this is so you can use plus! to check that box)
(sorry if this doesnt make sence
)