Windows Live Messenger 9 is in BETA, which means that it still contains bugs and doesn't have the same quality as a FINAL release, such as 8.5. However, Messenger Plus! Live supports this BETA, so you can give it a try if you want.
By the way, to find out what version you're on: in the contact list, open the menu and choose Help > About Messenger (the last item in the menu). There, you'll find the Messenger version.