Are you talking about Messenger Plus! Live?
The program is an add-on for Windows Live Messenger, by default it will install to C:\Program Files\Messenger Plus! Live.
If this folder exists and has files in it then the program has installed properly.
It attaches itself to Windows Live Messenger to run, so just open Windows Live Messenger and you should see the Messenger Plus! Live icon on the contact list to give you all of the options Plus! offers.
If you don't see this icon then try reading the following thread:
Messenger Plus! Live Disappears after restart
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