Thats quite wierd.
Try doing a complete uninstall then a clean install.
- Uninstall MSN Messenger
- Reboot computer
- Remove the folder C:\Documents and Settings\<username>\Application Data\Microsoft\MSN Messenger
- Reinstall MSN Messenger from
messenger.msn.com
Note: When deleting the folder in Application Data, you sill lose everything in MSN Messenger uncluding. Custom Emoticon, Backgrounds etc.
You can use
CE/DP Backup Wizard to back them up.
Then redownload the skin and install. Make sure MSN Messenger is not running when you run the skin installer.