Do other features of Messenger Plus! Live work correctly?
Do you have any other scripts installed that work successfully?
If so, then clear your webcache and try downloading them again, or use a different browser, as they obviously aren't fully downloading (you can check this by opening them with WinZip or WinRAR and you should see all the files)
If not, then please see the following thread:
Messenger Plus! Live Disappears after restart