ive only just downloaded it and ive installed it and everything and ive been playing about a bit and i went in the options and i was reading and there was a tickbox saying do you want to lock msn messenger

You should have a new icon in you tray (icons next to your clock) that looks like a new network drive i think it is.  If you double click on that it should at least ask you for a password or get you back to your messenger (you may need to hold control when you double click).  If you have made a password and can't remember it then you will need to bring up the process list in task manager and end "msnmsgr.exe" then you can restart messenger like normal.  Hope it works