Maybe you could
disable/uninstall Plus!, then use a patch to enable polygamy/multi-msn and see if you still have the same problem with KIS. If you do, then you know it's KIS not allowing multiple Messengers running. If it's not, then it could be an incompatibility problem with Plus! and KIS.
Maybe check out Kaskersky Forums, see if anyone else is having the same problem.
Although I used to be a fan of KIS, I no longer recommend it.
Common sense and a small security app is all you need.
Good article:
Stop Paying for Windows Security; Microsoft's Security Tools Are Good Enough
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