Please provide more details:
- What version of Windows Live Messenger are you using? (Help > About Messenger)
- What OS? (Windows XP, Vista, etc.)
- What does the error code say exactly (when the error box pops up, press CTRL + C to copy it, then paste it here).
Try exiting WLM, then go to Control Panel > Add/Remove Programs and remove Messenger Plus! Live. Now sign in to WLM and see if you have the same problems. If you do, it's down to WLM and not Plus!.