I have recently got Windows live plus!.
A friend told me about the skins......so I decided to get some skins..
I happily got the Counter Strike skin but it would not let me apply it to my messenger
What version of Windows Live Messenger do you have installed? If it is Windows Live Messenger 2009 (Build 14.0.8064.206), then this skin wont work for you as it is for version 8.5 so it's not compatible with the latest version of Windows Live Messenger.
Skins on Windowns live
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