When you post a message there is a box at the bottom that says 'Attachment' and a 'Browse' button next to it to find a file on your computer to attach to your message, like a screenshot.
Do you definitely have Messenger Plus! Live installed? Try downloading it again from
here and installing it.
When it's installed you should see an icon like this:
on your contact list next to the e-mail button.
If it doesn't show up, please post a screenshot of your 'Add/Remove Programs' so that we can see what is conflicting with Messenger Plus! Live