Try this.
Main Messenger Window > Plus > Preferences > General Options (should automatically be displayed) > Miscillanious > At the bottom select "Default Mode - Forced" as is shown here;
Then Click OK or Apply.
If that doesn't work Uninstall MSN Messenger, and Messenger Plus (Start > Control Panel > Add/Remove programs, both are listed there). After both are uninstalled, reboot your computer and download and install them both again.