The following steps would guide you to configure security settings, verify if software is the latest, and remove third party software.
First, try to disable your firewall completely, test the messenger software’s functionality regarding your issue.
After which configure your firewall and test again the software’s functionality regarding your issue;
1. To configure Windows Live Messenger through the most common firewalls, visit
http://spaces.msn.com/messenger-support and look for steps under "How to enable Windows Live Messenger through a Firewall" on how to enable Windows Live Messenger through the most common firewalls. Click the appropriate link based on the firewall you have installed on your computer.