The older versions of Messenger Plus! Live came with a sponsor that was usually classed as "Adware", it wasn't malicious, it was entirely optional to install, but would display approved popup adverts at certain intervals.
For this reason, things like McAfee site advisor class it as dangerous software.
However that relates to old versions, for several incarnations now, the ad-ware has been removed and replaced with a different optional sponsor (a browser add-on toolbar in this instance)
We can assure you that Messenger Plus! Live is 100% safe to download and install as long as you get it from the
official site