Plus > Preferences > Messenger..untick "allow me to connect to several accounts simultaneously" (Plus!Live only)
If you used a patch, reinstall MSN Messenger/WLM. Incase of an older MSN Messenger with stuffplug: disable that option in Plus > Plugins > Stuffplug > config/options (from conversation window) or throug Plus > Preferences > Plugins...select stuffplug ... config.
See it would help if you mentioned the Messenger and Plus! version and what you used for polygamy