this is called "Boss Protection"
when you enable this (with ctrl+space by default) the msn icon in the systray changes to a different icon (which you can specify in plus preferences)
simply double click on this new icon and all the windows will magically reappear
![:P](images/smilies/msn_tongue.gif)
also in plus preferences (in the privacy tab) you can disable it by unticking the box or change the shortcut.
![:)](images/smilies/msn_happy.gif)