This error message show up when the file "rssplug_configuration.ini" is missing (next time I'll put more explicit messages like "Configuration file is missing", or at least "File doesn't exist",I promise
). This file should be located in the plugin folder, and created by the installer. Anyway, after the warning message, it should be created when you quit messenger plus. So I guess there is a bug...
I'll give it a look, but can you try to download
this file and tell me if it still doesn't works ? (after putting it in your plugin directory)