RE: plus not working
Howcome you can't delete the folder in the C:\ drive?
Did you close WLM before trying to do so? If you did, try using ctrl+alt+delete and check for msnmsgr.exe. If you find it, end the process.
Try deleting your Msg Plus! Live and WLM folders once again in your C:\ drive, it should delete them now.
Re-install WLM first, then reinstall Msg Plus! Live.