try this
Check your firewall settings
1. Go to http://people.live.com or the Windows Live Hotmail website.
2. Click Messenger near the top of the page, and then click Sign in to Messenger (Web).
Adjust your Windows Internet Explorer proxy settings
1. Open Windows Internet Explorer.
2. On the Tools menu, click Internet Options.
3. On the Connections tab, click LAN Settings.
4. Clear the Automatically detect settings check box.
5. Click OK, and then click OK again.
Note: For more information about the network ports and web addresses that Messenger uses, see Network ports and URLs that are required for Windows Live Messenger 2009 to work .
i got it from a site..