Every version of Windows Live Messenger is different, therefore it is impossible for us to help you if you don't provide us with the version number. Same with Messenger Plus! Live.
It can also be a help to copy and paste the error message so that we can research it and find an answer, or you can try yourself by searching Google, especially if there's an error code, a Google search should provide the answer.
Many people have had the same problem and the answer is probably on this forum, just requires a few minutes of
searching.