Sometimes links do take a while to open from MSN/WLM, especially if your computer is doing other things. The trick is to not click around whilst this is happening and although messenger may appear not to respond for a while, it will resume functioning again once the link has been opened. if you don't want this to happen then just copy and paste the link from your conversation directly into your browser rather than clicking on it
Plus! disappearing on re-load may be as a result of having SweetIM or Smiley Central installed
click here