Edit:
The X means that the installation has been corrupted I think. If you click on Change/Remove it should say that it's been corrupted. If so, that means that your anti-virus has most probably corrupted it. What anti-virus do you have? Try disabling it when your installing Plus!. Forget that. The cross means its not installed with the sponsor (I think?), I have the same. Still check to see if it's been corrupted though.
Do a clean install.
- Remove Messenger Plus! Live and Windows Live Messenger 8.0 from Control Panel > Add/Remove Programs
- Restart PC
- Delete C:\Program Files\Windows Live\Messenger\ folder if it still exists.
- Delete C:\Program Files\Messenger Plus! Live\ if it still exists.
- Now download
Windows Live Messenger. I'd recommend the latest version, 8.5, but if you want download 8.0 then install it.
- Now download
Messenger Plus! Live and install it.
- Run WLM, see if you still have problems.
If you still have problems, please tell us of any errors you receive and possibly screenshot