It doesn't seem so, but just in case: Are you using a skinned version of messenger? If that's the case, try to install the original version, without any skin and see if that happens too.
Well, IMO, the problem is with your grafics drivers. Reinstall the latest version of the drivers of your grafic card and try again.
btw, are you using any program like Windows blinds or similar that makes windows transparent and so?
Edit: dodgy tochjo 
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