It sounds to me like you're just using the incorrect version of MsgPlus for your version of Messenger:
For
Windows Live Messenger 8 you need to download Messenger Plus! Live (version
4.23.276) from
http://msgpluslive.net/download
For
MSN Messenger or Windows Messenger 4.7, 5, 6 or 7 you need to download Messenger Plus! (version
3.63.148) from
http://msgpluslive.net/download/old/