One last thing to check...
Then I cannot think of anything else...
Are you sure that all the processes named "iexplore.exe" are closed?
Right click on the system clock and click "Task Manager" (same as Ctrl + Alt + Del)
Click on the processes tab.
Are all the processes named "iexplore.exe" closed?
If not, click them and click "End Process"
Then uninstall MsgPlus!