Hmm.. Strange..
I assume the skin's name is "Hide Adverts"?
Anyway, try creating these entries manually:
[list=1]
[*]Hit the Start button
[*]Vista: type "RegEidt" (without quotes) in the search box and hit [ENTER]. XP: hit "Run" and type "RegEdit" and hit [ENTER].
[*]Look for the key HKEY_CURRENT_USER\Software\Patchou\Messenger Plus! Live\GlobalSettings\Skins\Hide Adverts*
[*]Create the 3 registry entries mentioned in the REG file. Create them as DWORD (32-bit value) and assign them their value (should be 1). Please note that the key names are case sensitive
[*](Re)start Messenger and see what happens
[/list]
* If "Hide adverts" is not your skin's name, use the name there
That'll do it