Here's what I would do (I know you've done a few).
Start your computer and scan it for Viruses. Please make sure your Anti-Virus software is up to date.
Now scan for malware. (Use:
http://www.malwarebytes.org - Free.)
> Make sure you clean all infections.
Change your Windows Live Password & Secret question. (
Live Password Change.
Then make sure Windows Live Messenger is set not remember your password.
Restart & Sign-In.
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Avoid clicking on dodgy link sent by contacts, don't give any personal details to websites that are not live.com. Block checkers and smiley websites than want your password are fake.
Always scan all files received by your contacts, even if your close to them. You can tell if they're telling you about something you did and your WLM ID is in the link.
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Good Luck