First off its Messenger Plus! not MSN Plus!. MSN Plus! is a piece of software made by Microsoft to enhance features of Windows, and Messenger Plus! is made by Patchou for MSN Messenger. Please correct this in your posts.
If you are running Windows XP then you can give this a try.
Click on Start
Click on Run
Type in
msconfig
Click on OK
Click on the Startup Tab at the top
For each item listed check them with this website. (
http://www.sysinfo.org/startuplist.php)
Now a possible reason why this would happen is when Plus! doesn't properly hook MSN Messenger the exe. Possibly because MSN Messenger is starting up before Messenger Plus!.
When you open msconfig which startup first? MsgPlus or msnmsgr (MSN Messenger)?
Try this
Open the Plus! Preferences (Plus! Menu on the Main Contact List)
Click Preferences
Under General Options click Miscellaneous
Check the last 2 Options...
--> Display recovery window when Plus! menu is not active
--> Fore Messenger Plus! to load when computer starts