The file extension should be .mco for which you need
mcoinstall.exe
Make sure you are signed in to MSN Messenger without plus running, then run the mcoinstall.exe file and find the wink using mcoinstall. It will make sense when you run it. If it still is not working, can you attach the file so i can try it out as well, thanks.
EDIT: Also try uninstalling MSN Messenger through Add/remove programs. Then download it from
http://messenger.msn.com and install.