I also have the same problem. I've deleted both programs, and then downloaded end installed them again. No error during the install progress or els, but in my case PLUS doesn't appear on the top of the WLM-windows.
See screenpicture here:
http://home.online.no/~runotna
(I'm using win-xp, WLM, version 8.0 (build 8.0.0812.00) and the latest version of PLUS was downloaded.)
I do have another computer, and on that I'm running version (Plus)4.01.0.240 and the same version of WLM. On that computer it works fine.