I googled for solution and found this:
http://messenger-support.spaces.live.com/blog/cns!8B3F39C76A8B853F!13937.entry
It suggested to determine if version of Messenger is latest, or try to clear cache files for Messenger. Since I have the current verion of Messenger, so I follow the following steps to clear the cache files:
First of all, you need to enable hidden files and folder, else you can't see the cache files.
I am current using Windows Vista, so here's what I did:
1) Exit from Windows Live Messenger
2) Go to C:\Users\
3) select all files in this folder and delete them.
4) Open Windows Live Messenger and sign in again
The above solved my problem. Hope it helps others who finds this entry here.
