This might fix it:
Start > Run
type: regsvr32 softpub.dll
click OK
If that doesn't work have a look at the first two posts in:
"We were unable to sign you in to .NET Messenger" (0x81000370)
quote:
I use Windows Messenger, because my computer won't let me install MSN Messenger; it shows a strange error.
Wich error exactly, and do you still get that error when you try to install MSN Messenger after you've done the above?