Are you using the leaked Windows Live Messenger 8.1?
1) This is a know bug. Will be fixed before public release of WLM 8.1
2) I advise you not to use leaked beta's as they may damage your computer sometimes.
Or Are you using WLM 8.0?
1) Do you have Zone Alarm or Zone Labs?
Try this fix
2) Do you have any addons except MP!L for WLM. Removing them may fix it too
.