Shoutbox

There is no virus in Messenger Plus Live.
Simply do the following to get rid of what I think you're talking about;
Start > Control Panel > Add\Remove Programs > Change\Remove > Just uninstall the sponsor.

It isn't a virus, if this is what you're talking about, but infact it's a small toolbar and a few links.

Also when installing Messenger Plus Live do not select to "install the sponsor" when you are asked.