First try uninstalling it through add/remove programs. Then go to c:\documents and settings\user\application data\microsoft\msn messenger\ and delete that folder. That will remove saved messages, backgrounds, emoticons..etc. Leave if you wish to keep these.
Go to start-run and type: RunDll32 advpack.dll,LaunchINFSection %windir%\inf\msmsgs.inf,BLC.Remove
They go to start, run, type regedit. Navigate to this key HKEY_LOCAL_MACHINE > Software > Microsoft > MSN Messenger. Delete that key.
Restart your PC, do a windows update (may be needing the update windows installer) then restart PC again and reinstall latest version of MSN messenger.
Hope that helps.
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