Well the best way is to try yourself
Do this for me please:
Your do have Messenger Plus Live don't you?
Assuming thats why your here? Hope so anyway...
Well run a Polygamy (i.e Two accounts at once.) Get to msns running and if you have two Email accounts send one of your accounts a Message like: test
Log onto it and see if you got it. (Not waiting 5 minutes for the "This message couldn't be *blah blah blah*") See if you get it if you do problem solved.
If you cant run a polygamy or don't have 2 email addresses try this:
Tell your friend to go offline for a second like log off not appear offline (explain your situation like you did to us if you have to) he should be nice enough to do it, then send him a message like "test can you read this" You can then exit messenger *(Not waiting 5 minutes for the "This message couldn't be *blah blah blah*") Ask him if he got it. If he didn't then Post back here saying it didn't work I have a few more suggestions that should help. =]
EDIT: I see that you cant use activities so I'll say what I was going to say if you posted back and said "Didn't work"
You have ADSL right? Or Satellite right? You must have don't tell me you have Dial-up... Well if you have Satellite then this could be thanks to Latency, latency ruins everything. If you don't go to your taskbar > right click your local area connection > status > properties button > scroll down to internet protocol TCP/IP > properties > now tell me if your DNS is wirrten correctly if not you can have problems connecting to anything and even staying online with msn because its always going to refresh your connection thus not allowing you to do anything that requires you connecting to anyone.
Tell me can you send and receive files? Through msn?
EDIT AGAIN!!!: Ok if you msn is not the same version as your friends then thats not going to help. If you have a firewall like Outpost Pro 4. Like me. It will try to stop these sort of packets.
If covered LOTS of reasons tell me if you have resolved the problem. If it wasn't due to anything I said and you worked it out by yourself tell me what you did.
Hope I helped..