Since you posted this in help section for Plus! i assume you got Messenger Plus! Live installed.
Plus!Live has built in polygamy: Plus > preferences > Messenger..tick the box infront of "Allow me to connect to several accounts simultaneously".
If you don't have Plus!Live you can use Mess patch available at mess.be (make sure you get the one for your WLM version) or
Universal Jnrzloader (makes no changes to the program itself..make shortcut to this program on desktop and use that one to start up WLM instead of the regular desktop icon).