Hi, welcome to the forum.
Are you an administrator? If you're on a restricted account, it won't work.
What OS are you using? XP, Vista, 7?
Can you describe in
more detail the steps you take when you install Messenger Plus! Live?
Just saying you simply "tried to install Plus!" doesn't tell us the possible things you could be doing wrong.
Ensure you download the latest versions of
WLM and
Plus!.
Please be more enthusiastic! You obviously haven't tried everything, otherwise it'd be working, wouldn't it? 
/ 
