More information about Microsoft Anti-Spyware and the false readings for Messenger Plus! can be found here:
Microsoft's Anti-spyware Software...
Microsoft® Windows AntiSpyware (Beta)
MS Antispyware says Messenger Plus is adware
Microsoft ANtiSpyware Beta1 - False detections (not only Plus!)
Unless you are saying that it always appears no matter how many times you tell it that it's to be ignored.
Does it continue to appear after every restart? After you click to ignore the threat and then click Yes and Allow does it ever come up again? If Not, then this is old news.