Have you installed Plus! on an account with adminpriviledges? If not do that aswell (to be sure its the main one reboot into safemode and choose the account called "administrator").
See if that solved the problem.
If not: rightclick on your systemclock and choose taskmanager, processes (tab) and look for MsgPlus.exe. If that is in processes list it means Plus! is running, if not click file (in taskmanagermenu) and choose new task, then browse to where MsgPlus.exe is (C:\Program Files\Messenger Plus! 3) and doubleclick on it. Then close taskmanager and restart MSN Messenger. You will see Plus! in the menu, go to plus > preferences > general > miscellanious (tab) and check "Force Messenger Plus! to load when computer starts".
The problem should be solved now, as alternative you can also add Messenger Plus! to your startup folder.
Also make sure you have no programs running that stop "uneccesary" processes from running.