OK so this firewall Zone Alarm (actually its a Security Suite so everything) keeps blocking MSN Messenger.
I allowed every Plug-in like MsgPlus and StuffPlug-NG on it as well but it still doesn't seem to sign in. Now for the moment i uninstalled ZA but im gonna need help to have them co-operate.
Set the UDP and TCP ports of your firewall to the messenger ones.
TCP port 80
TCP port 1863
TCP port 6901
TCP ports 6891 to 6900
UDP on ports 1503, 3389, 5004-65535
But since you had no luck with firewall off could be your router settings.