Check your system clock. Is it the correct time?
If time is correct, then this could be the error. Go to Start, Run.
Type in regsvr32 softpub.dll in the dialouge box.
Exit MSN Messenger and restart it.
If doing this doesn't solve, open Internet Explorer. Go to Tools,
Internet Options. In the popup window, go to Connections tab. Click
LAN Settings. Untick the Use a proxy server for your LAN. Apply
settings.
If none of this work, scan for viruses and spywares and update
Windows. After that, try again.