Msgplus and MSN Messenger worked fine with me without Windows Messenger for months, yesterday I had to reinstall Windows Messenger because I had to help someone with it and it's not running in the background. There's an option under Extra --> Options --> Preferences called "Run Windows Messenger on the background". Uncheck this and try again. You can also try to uninstall Windows Messenger completely.
Removing Windows Messenger:
http://support.microsoft.com/?kbid=302089