Shoutbox

When you say you have done everything, could you just say what you  have done. Like, have you got the plugin checked for WMP. Open WMP, tools, plugins, check the MSN Music plugin. If it's already checked, then uncheck and recheck it.

For Itunes, I'm not sure as you don't need a plugin for it to display music.

If it still won't work, I would suggest reinstalling MSN Messenger.