Completly Uninstall MSN Messenger and reinstall it from
http://messenger.msn.com. Someone installed a skin that on the computer that replaces specific files inside of MSN Messenger itself.
The other possibility could be that in the folder where you installed MSN Messenger to (normally C:\Program Files\MSN Messenger) there is a file called
lvback.gif, delete this file and if its the actual background image of MSN Messenger then it will be removed.